Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
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Publication:2445809
DOI10.1016/J.CSDA.2010.08.005zbMATH Open1284.62051OpenAlexW2050448649MaRDI QIDQ2445809FDOQ2445809
Carsten Trenkler, Christian Kascha
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2497631
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