Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q337765 |
||
| Property / author | |||
| Property / author: Myung Hwan Seo / rank | |||
Revision as of 10:25, 13 February 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
