Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752): Difference between revisions
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Latest revision as of 07:36, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Null of Co-integration in the Presence of Variance Breaks |
scientific article |
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Testing the Null of Co-integration in the Presence of Variance Breaks (English)
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29 May 2007
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fixed repressors bootstrap
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vector-valued time series
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asymptotic distribution
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