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BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS

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References

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1990'Testing for a unit root In the presence of moving average errors'92 cited

2010COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY85 cited

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2016DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER23 cited
1998A Review of systemscointegration tests23 cited
2002Real and Monetary Convergence within the European Union and between the European Union and Candidate Countries: A Rolling Cointegration Approach22 cited
2003Has the Link Between the Spot and Forward Exchange Rates Broken Down? Evidence from Rolling Cointegration Tests20 cited
2006Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical Correlation Estimators16 cited