Standard
Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components. / Rahbek, Anders; Cavaliere, Giuseppe; Taylor, A.M. Robert.
In:
Journal of Time Series Analysis, Vol. 36, No. 3, 05.2015, p. 272-289.
Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Rahbek, A, Cavaliere, G & Taylor, AMR 2015, '
Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components',
Journal of Time Series Analysis, vol. 36, no. 3, pp. 272-289.
https://doi.org/10.1111/jtsa.12104
APA
Rahbek, A., Cavaliere, G., & Taylor, A. M. R. (2015).
Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components.
Journal of Time Series Analysis,
36(3), 272-289.
https://doi.org/10.1111/jtsa.12104
Vancouver
Rahbek A, Cavaliere G, Taylor AMR.
Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components.
Journal of Time Series Analysis. 2015 May;36(3):272-289.
https://doi.org/10.1111/jtsa.12104
Author
Rahbek, Anders ; Cavaliere, Giuseppe ; Taylor, A.M. Robert. / Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components. In: Journal of Time Series Analysis. 2015 ; Vol. 36, No. 3. pp. 272-289.
Bibtex
@article{d72180c6cb6f4723b52e0dc4de6707e6,
title = "Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components",
author = "Anders Rahbek and Giuseppe Cavaliere and Taylor, {A.M. Robert}",
year = "2015",
month = may,
doi = "10.1111/jtsa.12104",
language = "English",
volume = "36",
pages = "272--289",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell",
number = "3",
}
RIS
TY - JOUR
T1 - Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components
AU - Rahbek, Anders
AU - Cavaliere, Giuseppe
AU - Taylor, A.M. Robert
PY - 2015/5
Y1 - 2015/5
U2 - 10.1111/jtsa.12104
DO - 10.1111/jtsa.12104
M3 - Journal article
VL - 36
SP - 272
EP - 289
JO - Journal of Time Series Analysis
JF - Journal of Time Series Analysis
SN - 0143-9782
IS - 3
ER -
