Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782): Difference between revisions

From MaRDI portal
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 08:16, 5 March 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
    0 references
    0 references
    0 references
    0 references
    6 March 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    tables
    0 references
    bootstrap
    0 references
    structural breaks
    0 references
    cointegration testing
    0 references
    extended error correction model
    0 references