Bootstrap Co‐integration Rank Testing: The Effect of Bias‐Correcting Parameter Estimates

Publisher: John Wiley & Sons Inc

E-ISSN: 1468-0084|77|5|740-759

ISSN: 0305-9049

Source: OXFORD BULLETIN OF ECONOMICS & STATISTICS, Vol.77, Iss.5, 2015-10, pp. : 740-759

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Abstract