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

By Giuseppe Cavaliere, Anders Rahbek, Alan M. Taylor. 2014

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/eb4925b1ad63e94d9ea2b13d21c6897898150597