Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
Work
Year: 2010
Type: article
Authors Christian Kascha, Carsten Trenkler
Institutions Norges Bank, University of Mannheim
Cites: 48
Cited by: 5
Related to: 10
FWCI:
Citation percentile (by year/subfield): 79.83
Domain: Social Sciences
Open Access status: green