Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Year of publication: |
2013
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Authors: | Cavaliere, Giuseppe ; Taylor, A. M. Robert ; Trenkler, Carsten |
Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 32.2013, 7 (1.3.), p. 814-847
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