Corrigendum to "Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models"
Anders Rygh Swensen
Econometrica, 2009, vol. 77, issue 5, pages 1703-1704
Date: 2009
Downloads: (external link)
http://hdl.handle.net/10.3982/ECTA8201 link to full text (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: http://EconPapers.repec.org/RePEc:ecm:emetrp:v:77:y:2009:i:5:p:1703-1704
Ordering information: This journal article can be ordered from
http://www.blackwell ... mb.asp?ref=0012-9682
Access Statistics for this article
Econometrica is edited by Stephen Morris
More articles in Econometrica from Econometric Society
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().