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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



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Full text not available from this repository. http://dx.doi.org/10.1080/07474938.2013.825175

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