Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order

Kascha, Christian ; Trenkler, Carsten

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Document Type: Article
Year of publication: 2011
The title of a journal, publication series: Computational Statistics & Data Analysis
Volume: 55
Issue number: 2
Page range: 1008-1017
Place of publication: New York, NY [u.a.]
Publishing house: Elsevier
ISSN: 0167-9473
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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ORCID: Kascha, Christian ; Trenkler, Carsten ORCID: 0000-0003-1846-1764

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