Heino Bohn Nielsen, Giuseppe Cavaliere and Anders Rahbek publish a paper in Econometrica. – Københavns Universitet

Økonomisk Institut > Nyheder > Institut Nyheder > Heino Bohn Nielsen, Gi...

03. februar 2015

Heino Bohn Nielsen, Giuseppe Cavaliere and Anders Rahbek publish a paper in Econometrica.

Bootstrap Testing of Hypotheses on Cointegration Relations in VAR Models

In the paper new theory is developed in order to validate the use of the bootstrap in cointegrated models for hypothesis testing.

The paper is available at Econometrica's webpage (forthcoming papers).