Expand icon Search icon File icon file Download

Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates

Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2015) Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates. Oxford Bulletin of Economics and Statistics, 77 (5). pp. 740-759. DOI https://doi.org/10.1111/obes.12090



Abstract

Available files

Filename: Cavaliere_Taylor_Trenkler.pdf

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics