Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.018 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2019681880 / rank
 
Normal rank

Revision as of 19:17, 19 March 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
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references