| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5059522 | Economics Letters | 2013 | 4 Pages |
Abstract
We consider the use of information criteria (IC) on the basis of a semiparametric seasonal error correction model for selecting seasonal cointegrating ranks. Some limit properties of the IC are considered and, through a small Monte Carlo simulation, we evaluate the performance of the IC.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Byeongchan Seong,