A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Anders Rygh Swensen
| Year of publication: |
2011
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|---|---|
| Authors: | Swensen, Anders Rygh |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 165.2011, 2, p. 152-162
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| Subject: | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Statistischer Test | Statistical test | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009409699