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Supplemental material - November 2006 Volume 74 Issue 6


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

Anders Rygh Swensen

Go to: Proofs



Proofs - Supplementary Material for "Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models"
Anders Rygh Swensen

Description: This file contains proofs for equations A.1-A.4, proposition 1, and lemmas 5-6.

View the file (pdf file format)



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