Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components
Ημερομηνία
2015Συγγραφέας
Cavaliere, GiuseppeRahbek, Anders
Robert Taylor, A. M.
Cavaliere, Giuseppe
Politis, Dimitris Nicolas
Rahbek, Anders
Pages
1-onlineGoogle Scholar check