Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

Published 2013 View Full Article

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Title
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Authors
Keywords
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Journal
Econometric Reviews
Volume 33, Issue 5-6, Pages 606-650
Publisher
Informa UK Limited
Online
2013-11-27
DOI
10.1080/07474938.2013.825175
References
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