Bootstrapped Johansen tests for cointegration relationships: A graphical analysis

Journal of Statistical Computation and Simulation

Volumn 68, Issue 4, 2001, Pages 351-371

  Mantalos, Panagiotis ^a   Shukur, Ghazi ^b  

^a LUND UNIVERSITY   (Sweden)

^b UNIVERSITY OF GOTHENBURG   (Sweden)

Author keywords

Bootstrap; Cointegrating relations; VAR systems

Indexed keywords

EID: 0035648811     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650108812075     Document Type: Article

References (12)

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12. Shukur, G. and Mantalos, P. (1997) "Size and Power of the RESET Test as Applied to Systems of Equations: A Bootstrap Approach", Working paper 1997:3. Department of Statistics, University of Lund, Sweden.