The power of bootstrap tests of cointegration rank (Q2259346)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of bootstrap tests of cointegration rank |
scientific article |
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The power of bootstrap tests of cointegration rank (English)
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3 March 2015
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bootstrap
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cointegration
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Euribor interest rates
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likelihood ratio test
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test power
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