Bootstrapping cointegrating regression (Q1327931)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegrating regression |
scientific article |
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Bootstrapping cointegrating regression (English)
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25 October 1994
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Student \(t\)-distribution
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bootstrap percentile-\(t\) method
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Monte Carlo study
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small sample properties
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cointegrating regression
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confidence interval
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cointegrating estimator
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coverage
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OLS estimator
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