Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion


Cavaliere, Giuseppe ; Taylor, A. M. Robert ; Trenkler, Carsten



DOI: https://doi.org/10.1080/07474938.2012.690677
URL: http://www.tandfonline.com/doi/abs/10.1080/0747493...
Document Type: Article
Year of publication: 2013
The title of a journal, publication series: Econometric Reviews
Volume: 32
Issue number: 7
Page range: 814-847
Place of publication: Philadelphia, Pa. [u.a.]
Publishing house: Taylor & Francis
ISSN: 0747-4938 , 1532-4168
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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