Bootstrap Tests for Cointegration and Autocorrelation in VARs

Implements wild bootstrap tests for autocorrelation in Vector Autoregressive (VAR) models based on Ahlgren and Catani (2016) , a combined Lagrange Multiplier (LM) test for Autoregressive Conditional Heteroskedasticity (ARCH) in VAR models from Catani and Ahlgren (2016) , and bootstrap-based methods for determining the cointegration rank from Cavaliere, Rahbek, and Taylor (2012) and Cavaliere, Rahbek, and Taylor (2014) .