Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models (Q5307838)
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scientific article; zbMATH DE number 5191969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models |
scientific article; zbMATH DE number 5191969 |
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Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models (English)
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18 September 2007
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vector autoregressive (VAR) models
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reduced rank
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bootstrap
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likelihood ratio test
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determination of rank
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