Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500)

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scientific article; zbMATH DE number 6437733
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Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components
scientific article; zbMATH DE number 6437733

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    Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (English)
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    20 May 2015
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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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    unrestricted constant
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    unrestricted trend
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