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The Power of Bootstrap Tests of Cointegration Rank

Research output: Contribution to journalArticle

LanguageEnglish
Peer-reviewed scientific journalComputational Statistics
Volume28
Issue number6
Pages2719-2748
Number of pages30
ISSN0943-4062
DOIs
StatePublished - 11.06.2013
MoE publication typeA1 Journal article - refereed

    Research areas

  • 112 Statistics and probability - Bootstrap, Cointegration, Euribor interest rates, Likelihood ratio test, Test power
  • KOTA2013
  • Equis Base Room
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