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Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion

Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2013) Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion. Econometric Reviews, 32 (7). pp. 814-847. DOI https://doi.org/10.1080/07474938.2012.690677



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Full text not available from this repository. http://dx.doi.org/10.1080/07474938.2012.690677

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