Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
Year of publication: |
2013
|
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Authors: | Cavaliere, Giuseppe ; Taylor, A. M. Robert ; Trenkler, Carsten |
Publisher: |
Mannheim : University of Mannheim, Department of Economics |
Subject: | Co-integration | trace test | bias-correction | bootstrap |
Series: | Working Paper Series ; 13-06 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 861909291 [GVK] hdl:10419/129547 [Handle] RePEc:mnh:wpaper:32993 [RePEc] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
Source: |
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Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
Cavaliere, Giuseppe, (2013)
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe, (2013)
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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Cavaliere, Giuseppe, (2010)
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Cavaliere, Giuseppe, (2010)
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Cavaliere, Giuseppe, (2013)
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Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
Cavaliere, Giuseppe, (2013)
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