"Bootstrapping the likelihood ratio cointegration test in error correction ..."

Christian Kascha, Carsten Trenkler (2011)

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DOI: 10.1016/J.CSDA.2010.08.005

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type: Journal Article

metadata version: 2020-02-18

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Christian Kascha, Carsten Trenkler:
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order. Comput. Stat. Data Anal. 55(2): 1008-1017 (2011)

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