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

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:	0731-1761 , 1532-4168
Publication language:	English
Institution:	School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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

Google Scholar: Cavaliere, Giuseppe ; Taylor, A. M. Robert ; Trenkler, Carsten

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

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