Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Econometrica |
| Volume | 80 |
| Issue number | 4 |
| Pages (from-to) | 1721-1740 |
| ISSN | 0012-9682 |
| DOIs | |
| Publication status | Published - 2012 |
- Faculty of Social Sciences
Research areas
ID: 43956453