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Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models

Cavaliere, G and Rahbek, A and Taylor, AMR (2012) Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models. Econometrica, 80 (4). pp. 1721-1740. DOI https://doi.org/10.3982/ecta9099



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Full text not available from this repository. http://dx.doi.org/10.3982/ecta9099

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