{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,17]],"date-time":"2026-07-17T03:37:36Z","timestamp":1784259456310,"version":"3.55.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2002,5,17]],"date-time":"2002-05-17T00:00:00Z","timestamp":1021593600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,8]]},"abstract":"<jats:p>In this paper we consider a family of penalized likelihood \ncriteria for determining the rank of the cointegration space, \nthe number of lags, and the form of the intercept in vector \nautoregressions with possibly integrated processes. The paper \nprovides a general consistency result for a class of model \ndetermination procedures in which the penalty depends on a simple \nparameter count only.<\/jats:p>","DOI":"10.1017\/s0266466602184064","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:02:47Z","timestamp":1037311367000},"page":"926-947","source":"Crossref","is-referenced-by-count":56,"title":["SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM \nOF THE INTERCEPT USING AN INFORMATION CRITERION"],"prefix":"10.1017","volume":"18","author":[{"given":"Antonio","family":"Aznar","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Manuel","family":"Salvador","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,17]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602184064","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,1]],"date-time":"2019-04-01T19:28:26Z","timestamp":1554146906000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602184064\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,5,17]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2002,8]]}},"alternative-id":["S0266466602184064"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602184064","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,5,17]]}}}