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


Kascha, Christian ; Trenkler, Carsten



DOI: https://doi.org/10.1016/j.csda.2010.08.005
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: http://www.christiankascha.com/wp-content/uploads/...
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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Kascha, Christian ; Trenkler, Carsten ORCID: 0000-0003-1846-1764 (2011) Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order. Computational Statistics & Data Analysis New York, NY [u.a.] 55 2 1008-1017 [Article]


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ORCID: Kascha, Christian ; Trenkler, Carsten ORCID: 0000-0003-1846-1764

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