Expand icon Search icon File icon file Download

Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

Cavaliere, Giuseppe and Rahbek, Anders and Robert Taylor, AM (2014) Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models. Econometric Reviews, 33 (5-6). pp. 606-650. DOI https://doi.org/10.1080/07474938.2013.825175



Abstract

Available files

Full text not available from this repository.

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics