Expand icon Search icon File icon file Download

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



Abstract

Available files

Full text not available from this repository. http://dx.doi.org/10.1111/jtsa.12104

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics