Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

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@article{34ca5c3283aa4899b3119f6b6e6f189f,

title = "Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models",

author = "Giuseppe Cavaliere and Nielsen, {Heino Bohn} and Anders Rahbek",

year = "2015",

doi = "10.3982/ECTA11952",

language = "English",

volume = "83",

pages = "813--831",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell",

number = "2",

}