Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing the Null of Co-integration in the Presence of Variance Breaks |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Null of Co-integration in the Presence of Variance Breaks |
scientific article |
Statements
Testing the Null of Co-integration in the Presence of Variance Breaks (English)
0 references
29 May 2007
0 references
fixed repressors bootstrap
0 references
vector-valued time series
0 references
asymptotic distribution
0 references
