The power of bootstrap tests of cointegration rank (Q2259346): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 06:29, 5 March 2024

scientific article
Language Label Description Also known as
English
The power of bootstrap tests of cointegration rank
scientific article

    Statements

    The power of bootstrap tests of cointegration rank (English)
    0 references
    0 references
    0 references
    3 March 2015
    0 references
    bootstrap
    0 references
    cointegration
    0 references
    Euribor interest rates
    0 references
    likelihood ratio test
    0 references
    test power
    0 references

    Identifiers