The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series
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Keywords
Cointegration; Likelihood ratio test; Test power; Bootstrap;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-07-03 (Econometrics)
- NEP-ETS-2009-07-03 (Econometric Time Series)
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