Bootstrap determination of the co-integration rank in vector autoregressive models (Q2859513)
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scientific article; zbMATH DE number 6224037
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| default for all languages | No label defined |
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| English | Bootstrap determination of the co-integration rank in vector autoregressive models |
scientific article; zbMATH DE number 6224037 |
Statements
8 November 2013
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bootstrap
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co-integration
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trace statistic
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rank determination
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Bootstrap determination of the co-integration rank in vector autoregressive models (English)
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0.9323089122772216
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0.9087814688682556
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0.9079166054725648
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0.881249725818634
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0.8687472343444824
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