Bootstrapping cointegrating regressions (Q275261)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegrating regressions |
scientific article |
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Bootstrapping cointegrating regressions (English)
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25 April 2016
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cointegrating regression
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sieve bootstrap
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efficient estimation and hypothesis testing
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AR approximation
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