A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables |
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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (English)
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15 August 2016
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VAR models
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reduced rank
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stationary regressors
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bootstrap
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