Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
| Year of publication: |
2012
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor, A. M. Robert |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 80.2012, 4, p. 1721-1741
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