Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Econometrica |
Volume | 83 |
Issue number | 2 |
Pages (from-to) | 813-831 |
ISSN | 0012-9682 |
DOIs | |
Publication status | Published - 2015 |
ID: 126476370