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Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components

Cavaliere, Giuseppe and Rahbek, Anders and Robert Taylor, AM (2015) Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components. Journal of Time Series Analysis, 36 (3). pp. 272-289. DOI https://doi.org/10.1111/jtsa.12104



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