Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375)
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scientific article; zbMATH DE number 1080774
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| English | Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) |
scientific article; zbMATH DE number 1080774 |
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Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (English)
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28 October 1997
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nonstationary time series
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small sample bias
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size distortion
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moving block bootstrap
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stationary bootstrap
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0.9026922583580016
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0.8837031126022339
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0.8780353665351868
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0.8527869582176208
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0.851542055606842
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