Items where Author is "Angelis, Luca De"
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Article
Cavaliere, Giuseppe and Angelis, Luca De and Rahbek, Anders and Robert Taylor, AM (2015) A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models. Oxford Bulletin of Economics and Statistics, 77 (1). pp. 106-128. DOI https://doi.org/10.1111/obes.12051