Rank based diagnostics for the integration order of a VAR model

Research output: Contribution to journal › Article › peer-review

Keywords

@article{fb2e47b1c91e42039f8df63038a06832,

title = "Rank based diagnostics for the integration order of a VAR model",

keywords = "VAR model, VAR model",

author = "Maria Zoia",

year = "2003",

language = "Italian",

volume = "Vol. I",

pages = "55--67",

journal = "STATISTICA \& APPLICAZIONI",

issn = "1824-6672",

publisher = "Milano: Universit{\`a} degli Studi di Milano-Bicocca",

}