Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q736685 |
Changed an Item |
||
| Property / author | |||
| Property / author: Alvaro Escribano / rank | |||
Normal rank | |||
Revision as of 20:04, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test |
scientific article |
Statements
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (English)
0 references
6 March 2008
0 references
tables
0 references
bootstrap
0 references
structural breaks
0 references
cointegration testing
0 references
extended error correction model
0 references
