Bootstrap algorithms for testing and determining the cointegration rank in VAR models
by Anders Rygh Swensen
| Year of publication: |
2006
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|---|---|
| Authors: | Swensen, Anders Rygh |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 74.2006, 6, p. 1699-1714
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| Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in Vol. 77.2009,5,S.1703-1704 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003392390