Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809)
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scientific article; zbMATH DE number 6284837
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| English | Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order |
scientific article; zbMATH DE number 6284837 |
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Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (English)
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14 April 2014
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cointegration tests
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bootstrapping
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information criteria
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0.8208222389221191
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0.8080705404281616
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0.8069543242454529
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0.8022640943527222
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0.8009068369865417
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