The power of bootstrap tests of cointegration rank (Q2259346): Difference between revisions

@@ Property / cites work @@
+Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
+Normal rank
@@ Property / cites work @@
+Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Bootstrap tests: how many bootstraps?
@@ Property / cites work: Bootstrap tests: how many bootstraps? / rank @@
+Normal rank
@@ Property / cites work @@
+The power of bootstrap and asymptotic tests
@@ Property / cites work: The power of bootstrap and asymptotic tests / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
+Normal rank
@@ Property / cites work @@
+Q3415188
@@ Property / cites work: Q3415188 / rank @@
+Normal rank
@@ Property / cites work @@
+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
+Normal rank
@@ Property / cites work @@
+Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
+Normal rank
@@ Property / cites work @@
+Corrigendum to ''Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models''
+Normal rank