A test for fractional cointegration using the sieve bootstrap (Q1019511)

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A test for fractional cointegration using the sieve bootstrap
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    Statements

    title
    A test for fractional cointegration using the sieve bootstrap (English)
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    publication date
    2 June 2009
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    zbMATH Keywords
    fractional cointegration
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    long memory
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    sieve bootstrap
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    describes a project that uses
    R
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    longmemo
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F40
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    62M15
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    62P20
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    zbMATH DE Number
    5560842
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