A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Year of publication: |
2011
|
---|---|
Authors: | Swensen, Anders Rygh |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 165.2011, 2, p. 152-162
|
Publisher: |
Elsevier |
Subject: | VAR models | Reduced rank | Stationary regressors | Bootstrap |
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