A test for fractional cointegration using the sieve bootstrap (Q1019511): Difference between revisions

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+https://doi.org/10.1007/s10260-007-0065-5
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+W2021707849
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+Forecasting time series with sieve bootstrap
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+Q4865042
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+On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
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+Sieve bootstrap for time series
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+A Sieve Bootstrap For The Test Of A Unit Root
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+A model of fractional cointegration, and tests for cointegration using the bootstrap.
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+Statistical analysis of cointegration vectors
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+Semiparametric fractional cointegration analysis
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+Determination of cointegrating rank in fractional systems.
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+Publication:1019511