Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features. Published in: Brazilian Review of Econometrics , Vol. 29, No. 1 (2009): pp. 59-78.
Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features. Published in: Brazilian Review of Econometrics
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