Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalComputational Statistics & Data Analysis
Volume52
Pages (from-to)4754-4767
Number of pages14
DOIs
Publication statusPublished - 2008
MoE publication typeA1 Journal article - refereed

Keywords

  • AUTOREGRESSIVE MODELS
  • VECTORS
  • POWER

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