Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order

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Publication:2445809

DOI10.1016/j.csda.2010.08.005zbMath1284.62051OpenAlexW2050448649MaRDI QIDQ2445809

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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