Bootstrap determination of the co-integration rank in vector autoregressive models
by Giuseppe Cavaliere, Anders Rahbek and A. M. Robert Taylor
| Year of publication: |
2012
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| Authors: | Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor, Robert |
| 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. 80.2012, 4, p. 1721-1740
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory |
| 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/10009629515