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

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