The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationProceedings of the 57th Session of the International Statistical Institute : Durban 2009
Number of pages5
Place of PublicationDurban
PublisherISI - International Statistical Institute
Publication date01.10.2009
ISBN (Print)9789073592292
Publication statusPublished - 01.10.2009
MoE publication typeA4 Article in conference proceedings
EventThe 57th Session of the International Statistical Institute - Durban, South Africa
Duration: 16.08.200922.08.2009
Conference number: 57

Publication series

NameProceedings of the ISI World Statistics Congresses
PublisherISI

Cite this

Ahlgren, N., & Antell, J. (2009). The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series. In Proceedings of the 57th Session of the International Statistical Institute: Durban 2009 (Proceedings of the ISI World Statistics Congresses). Durban: ISI - International Statistical Institute.