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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Taylor, Robert"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Taylor, Robert
Phillips, Peter C. B.
12
Engle, Robert F.
4
White, Halbert
4
Hong, Yongmiao
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Econometric theory
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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DAE working paper
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Report / Econometric Institute, Erasmus University Rotterdam
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Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
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