Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

Research output: Contribution to journalJournal articleResearchpeer-review

Giuseppe Cavaliere, Heino Bohn Nielsen, Anders Rahbek

Original languageEnglish
JournalEconometrica
Volume83
Issue number2
Pages (from-to)813-831
ISSN0012-9682
DOIs
Publication statusPublished - 2015

ID: 126476370