TY  - BOOK
AU  - Seong,Byeongchan
TI  - Bootstrap test for seasonal cointegrating ranks
SN  - 13504851
AV  - HB1.A666 APP 
PY  - 2013///
CY  - New York
PB  - Taylor and Francis
KW  - Likelihood ratio test
KW  - Seasonal cointegration
KW  - Seasonal unit root
N2  - We consider a bootstrap algorithm for the Likelihood Ratio (LR) test of seasonal Cointegrating (CI) ranks as the extension of Swensen (2006). Through a small Monte Carlo simulation experiment, we find that the bootstrap algorithm can effectively improve size distortions of the LR test
UR  - https://doi.org/10.1080/13504851.2012.684785
ER  -