Residual variance estimates and order determination in panels of intercorrelated time series Publication details Part of: Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger (Oxford University Press, 1999) Pages: 385–409 Year: 1999 You are here: Home Publications Scientific chapter / article / conference article Residual variance estimates and order determination in panels of intercorrelated time series