Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (Q2859513)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models |
scientific article |
Statements
Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (English)
0 references
8 November 2013
0 references
bootstrap
0 references
co-integration
0 references
trace statistic
0 references
rank determination
0 references
