Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
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Standard
Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models. / Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders.
I: Econometrica, Bind 83, Nr. 2, 2015, s. 813-831.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Cavaliere, G, Nielsen, HB & Rahbek, A 2015, 'Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models', Econometrica, bind 83, nr. 2, s. 813-831. https://doi.org/10.3982/ECTA11952
APA
Cavaliere, G., Nielsen, H. B., & Rahbek, A. (2015). Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models. Econometrica, 83(2), 813-831. https://doi.org/10.3982/ECTA11952
Vancouver
Cavaliere G, Nielsen HB, Rahbek A. Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models. Econometrica. 2015;83(2):813-831. https://doi.org/10.3982/ECTA11952
Author
Bibtex
@article{34ca5c3283aa4899b3119f6b6e6f189f,
title = "Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models",
author = "Giuseppe Cavaliere and Nielsen, {Heino Bohn} and Anders Rahbek",
year = "2015",
doi = "10.3982/ECTA11952",
language = "English",
volume = "83",
pages = "813--831",
journal = "Econometrica",
issn = "0012-9682",
publisher = "Wiley-Blackwell",
number = "2",
}
RIS
TY - JOUR
T1 - Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
AU - Cavaliere, Giuseppe
AU - Nielsen, Heino Bohn
AU - Rahbek, Anders
PY - 2015
Y1 - 2015
U2 - 10.3982/ECTA11952
DO - 10.3982/ECTA11952
M3 - Journal article
VL - 83
SP - 813
EP - 831
JO - Econometrica
JF - Econometrica
SN - 0012-9682
IS - 2
ER -
ID: 126476370