Small sample testing for cointegration using the bootstrap approach (Q1128550)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1189858
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Small sample testing for cointegration using the bootstrap approach |
scientific article; zbMATH DE number 1189858 |
Statements
Small sample testing for cointegration using the bootstrap approach (English)
0 references
13 August 1998
0 references
bootstrapping
0 references
cointegration
0 references
Monte Carlo
0 references
0 references
0 references
0.91800773
0 references
0.90736514
0 references
0.90430224
0 references
0.8979581
0 references
0.8898692
0 references
0 references
