Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components

Anders Rahbek, Giuseppe Cavaliere, A.M. Robert Taylor

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

2 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Time Series Analysis
Vol/bind	36
Udgave nummer	3
Sider (fra-til)	272-289
Antal sider	18
ISSN	0143-9782
DOI	https://doi.org/10.1111/jtsa.12104
Status	Udgivet - maj 2015

Adgang til dokumentet

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title = "Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components",

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AU - Rahbek, Anders

AU - Cavaliere, Giuseppe

AU - Taylor, A.M. Robert

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