Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
| Year of publication: |
2012
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor, A. M. Robert |
| Published in: |
Econometrica. - Econometric Society. - Vol. 80.2012, 4, p. 1721-1740
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011026258