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

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

Research output: Contribution to journal › Journal article › Research › peer-review

2 Citations (Scopus)

Original language	English
Journal	Journal of Time Series Analysis
Volume	36
Issue number	3
Pages (from-to)	272-289
Number of pages	18
ISSN	0143-9782
DOIs	https://doi.org/10.1111/jtsa.12104
Publication status	Published - May 2015

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

author = "Anders Rahbek and Giuseppe Cavaliere and Taylor, {A.M. Robert}",

year = "2015",

month = may,

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language = "English",

volume = "36",

pages = "272--289",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

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TY - JOUR

T1 - Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components

AU - Rahbek, Anders

AU - Cavaliere, Giuseppe

AU - Taylor, A.M. Robert

PY - 2015/5

Y1 - 2015/5

U2 - 10.1111/jtsa.12104

DO - 10.1111/jtsa.12104

M3 - Journal article

SN - 0143-9782

VL - 36

SP - 272

EP - 289

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

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