Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/J.JECONOM.2005.06.018 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.JECONOM.2005.06.018 / rank | |||
Normal rank |
Latest revision as of 13:09, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrap testing for the null of no cointegration in a threshold vector error correction model |
scientific article |
Statements
Bootstrap testing for the null of no cointegration in a threshold vector error correction model (English)
0 references
2 May 2016
0 references
threshold vector error correction model
0 references
cointegration
0 references
threshold cointegration
0 references
bootstrap
0 references