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

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 > Zeitreihenökonometrie (Trenkler 2007-)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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