Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

Research output: Contribution to journalJournal articlepeer-review

Standard

Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models. / Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders.

In: Econometrica, Vol. 83, No. 2, 2015, p. 813-831.

Research output: Contribution to journalJournal articlepeer-review

Harvard

Cavaliere, G, Nielsen, HB & Rahbek, A 2015, 'Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models', Econometrica, vol. 83, no. 2, pp. 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

Cavaliere, Giuseppe ; Nielsen, Heino Bohn ; Rahbek, Anders. / Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models. In: Econometrica. 2015 ; Vol. 83, No. 2. pp. 813-831.

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