Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models

Niklas Ahlgren, Paul Catani

Research output: Book/ReportCommissioned reportProfessional

Original languageEnglish
Place of PublicationHelsinki
PublisherHanken School of Economics
Number of pages31
ISBN (Electronic)978-952-232-178-7
Publication statusPublished - 2012
MoE publication typeD4 Published development or research report or study

Publication series

NameWorking Papers
PublisherHanken School of Economics
No.562
ISSN (Electronic)2242-7082

Keywords

  • 512 Business and Management
  • KOTA2012

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