Cointegration rank testing under conditional heteroskedasticity
Year of publication: |
2010
|
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Authors: | Cavaliere, Guiseppe ; Rahbek, Anders ; Taylor, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 6, p. 1719-1760
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Bootstrap-Verfahren | Bootstrap approach |
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