Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|36|3|272-289

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.3, 2015-05, pp. : 272-289

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Abstract