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Estimating The Rank Of Cointegration After Estimating The Order Of A Vector Autoregression

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  • Kimio Morimune
  • Akihisa Mantani

Abstract

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  • Kimio Morimune & Akihisa Mantani, 1995. "Estimating The Rank Of Cointegration After Estimating The Order Of A Vector Autoregression," The Japanese Economic Review, Japanese Economic Association, vol. 46(2), pages 191-205, June.
    • Handle: RePEc:bla:jecrev:v:46:y:1995:i:2:p:191-205
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    File URL: http://hdl.handle.net/10.1111/j.1468-5876.1995.tb00011.x
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    Cited by:

    1. Panagiotis Mantalos & Kyriacos Mattheou & Alex Karagrigoriou, 2010. "Vector autoregressive order selection and forecasting via the modified divergence information criterion," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 254-277.
    2. Yamada, Hiroshi & Toda, Hiro Y., 1998. "Inference in possibly integrated vector autoregressive models: some finite sample evidence," Journal of Econometrics, Elsevier, vol. 86(1), pages 55-95, June.
    3. Ashis Kumar Pradhan & Gourishankar S Hiremath, 2020. "Do external commercial borrowings and financial development affect exports?," Cogent Business & Management, Taylor & Francis Journals, vol. 7(1), pages 1796269-179, January.
    4. M. Imam Alam, 2003. "Manufactured Exports, Capital Good Imports, and Economic Growth: Experience of Mexico and Brazil," International Economic Journal, Taylor & Francis Journals, vol. 17(4), pages 85-105.
    5. Ahsan Abbas & Eatzaz Ahmed & Fazal Husain, 2019. "Political and Economic Uncertainty and Investment Behaviour in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 58(3), pages 307-331.

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