Bootstrapping cointegrating regressions (Q275261): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2005.06.011 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2005.06.011 / rank | |||
Normal rank | |||
Latest revision as of 13:09, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegrating regressions |
scientific article |
Statements
Bootstrapping cointegrating regressions (English)
0 references
25 April 2016
0 references
cointegrating regression
0 references
sieve bootstrap
0 references
efficient estimation and hypothesis testing
0 references
AR approximation
0 references
0 references
0 references
