Bootstrapping the trace statistic in VAR models: Monte Carlo results and applications

Oxford Bulletin of Economics and Statistics

Volumn 58, Issue 1, 1996, Pages 391-407

  Van Giersbergen, Noud P A ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

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[No Author keywords available]

Indexed keywords

EID: 17644378127     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.1996.mp58002010.x     Document Type: Article

References (21)

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