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

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6575846
@@ Property / zbMATH DE Number: 6575846 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+threshold vector error correction model
@@ Property / zbMATH Keywords: threshold vector error correction model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+threshold cointegration
@@ Property / zbMATH Keywords: threshold cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
+Normal rank

Revision as of 16:56, 27 June 2023