Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion

Giuseppe Cavaliere, A. M. Robert Taylor, Carsten Trenkler
  • Econometric Reviews, June 2013, Taylor & Francis
  • DOI: 10.1080/07474938.2012.690677

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http://dx.doi.org/10.1080/07474938.2012.690677