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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Giuseppe Cavaliere,
Anders Rahbek
, A. M. Robert Taylor
Department of Economics
2302
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Dive into the research topics of 'Bootstrap Sequential Determination of the Co-integration Rank in VAR Models'. Together they form a unique fingerprint.
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Business & Economics
Applied Research
12%
Bootstrap
81%
Bootstrap Test
13%
Cointegration
100%
Finance
9%
Finite Sample
10%
Likelihood Ratio Test
11%
Macroeconomics
7%
Monte Carlo Simulation
14%
Sample Size
13%
Small Sample
9%
VAR Model
63%