Corrigendum to Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
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Publication:3653238
DOI10.3982/ECTA8201zbMath1274.62620OpenAlexW1568068447MaRDI QIDQ3653238
Publication date: 21 December 2009
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta8201
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Related Items (7)
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models ⋮ Wild bootstrap tests for autocorrelation in vector autoregressive models ⋮ Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order ⋮ The power of bootstrap tests of cointegration rank ⋮ Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes ⋮ Estimation bias and bias correction in reduced rank autoregressions ⋮ Bootstrap tests for time varying cointegration
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