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
Language | Label | Description | Also known as |
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English | 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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