Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (Q2859513)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models |
scientific article |
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Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (English)
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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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