Bootstrap and fast double bootstrap tests of cointegration rank with financial time series

Niklas Ahlgren & Jan Antell

Year of publication:	2006
Other Persons:	Ahlgren, Niklas (contributor) ; Antell, Jan (contributor)
Institutions:	Svenska Handelshögskolan <Helsinki> (contributor)
Publisher:	Helsinki : Svenska Handelshögskolan
Subject:	Kointegration \| Cointegration \| Statistischer Test \| Statistical test \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Bootstrap-Verfahren \| Bootstrap approach

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