Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models

Research output: Book/Report › Commissioned report

Original language	English

Place of Publication	Helsinki
Publisher	Hanken School of Economics
Number of pages	31
ISBN (Electronic)	978-952-232-178-7
Publication status	Published - 2012
MoE publication type	D4 Published development or research report or study

Keywords

@book{745b3898912d4253b9c4473891a9583a,

title = "Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models",

keywords = "512 Business and Management, KOTA2012",

author = "Niklas Ahlgren and Paul Catani",

year = "2012",

language = "English",

series = "Working Papers",

publisher = "Hanken School of Economics",

number = "562",

address = "Finland",

}