A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
type: Item
instance of: scholarly article
title: A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
zbMATH Open document ID: 1441.62882
author: Anders Rygh Swensen
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 6616977
zbMATH Keywords: VAR models
zbMATH Keywords: reduced rank
zbMATH Keywords: stationary regressors
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.07.002
OpenAlex ID: W1966004889
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DOI: 10.1016/J.JECONOM.2011.07.002
description: scientific article; zbMATH DE number 6616977