Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models

Research output: Contribution to journalJournal articleResearchpeer-review

Giuseppe Cavaliere, Anders Rahbek, A. M. Robert Taylor

Original languageEnglish
JournalEconometrica
Volume80
Issue number4
Pages (from-to)1721-1740
ISSN0012-9682
DOIs
Publication statusPublished - 2012

ID: 43956453