Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Time Series Analysis |
| Volume | 36 |
| Issue number | 3 |
| Pages (from-to) | 272-289 |
| Number of pages | 18 |
| ISSN | 0143-9782 |
| DOIs | |
| Publication status | Published - May 2015 |
ID: 126476558