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November 1, 2006EconometricaOpen Access

Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models

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ASAnders Rygh Swensen

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Anders Rygh Swensen (2006) studied this question.

synapsesocial.com/papers/6a0026e9b124fe581985c6dahttps://doi.org/10.1111/j.1468-0262.2006.00723.x
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