Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms


Trenkler, Carsten



Document Type: Article
Year of publication: 2009
The title of a journal, publication series: Econometric Theory
Volume: 25
Issue number: 1
Page range: 243-269
Place of publication: Cambridge
Publishing house: Cambridge Univ. Press
ISSN: 0266-4666
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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