Bootstrap Sequential Determination of the Co-Integration Rank in VAR Models
Year of publication: |
2010
|
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Authors: | Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor, A. M. Robert |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (24 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 10, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1551822 [DOI] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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