The power of bootstrap tests of cointegration rank with financial time series

Niklas Ahlgren; Jan Antell

Year of publication:	2009
Authors:	Ahlgren, Niklas ; Antell, Jan
Publisher:	Helsinki : Svenska Handelshögskolan
Subject:	Kointegration \| Cointegration \| Bootstrap-Verfahren \| Bootstrap approach \| Statistischer Test \| Statistical test \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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