Zobrazeno 1 - 2
of 2
pro vyhledávání: '"sequential rank determination"'
Publikováno v:
Guiseppe, C, Rahbæk, A & Taylor, A M R 2010 ' Bootstrap Sequential Determination of the Co-integration Rank in VAR Models ' Institut for Økonomi, Aarhus Universitet, Aarhus .
Cavaliere, G, Rahbek, A & Taylor, A M R 2010 ' Bootstrap Sequential Determination of the Co-integration Rank in VAR Models ' Department of Economics, University of Copenhagen .
Cavaliere, G, Rahbek, A & Taylor, A M R 2010 ' Bootstrap Sequential Determination of the Co-integration Rank in VAR Models ' Department of Economics, University of Copenhagen .
Determining the co-integrating rank of a system of variables has become afundamental aspect of applied research in macroeconomics and finance. It is wellknownthat standard asymptotic likelihood ratio tests for co-integration rankof Johansen (1996) ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b94a22048cdc0c309f37325e4b03c4ac
https://pure.au.dk/portal/da/publications/bootstrap-sequential-determination-of-the-cointegration-rank-in-var-models(9266edd0-162e-11df-b95d-000ea68e967b).html
https://pure.au.dk/portal/da/publications/bootstrap-sequential-determination-of-the-cointegration-rank-in-var-models(9266edd0-162e-11df-b95d-000ea68e967b).html
Publikováno v:
University of Copenhagen
Determining the co-integrating rank of a system of variables has become a fundamental aspect of applied research in macroeconomics and finance. It is wellknown that standard asymptotic likelihood ratio tests for co-integration rank of Johansen (1996)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d250bcc7e09aa5df4b459e3648b87f6b
https://doi.org/10.2139/ssrn.1551822
https://doi.org/10.2139/ssrn.1551822
