The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079)
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scientific article; zbMATH DE number 1455293
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| English | The power of bootstrap based tests for parameters in cointegrating regressions |
scientific article; zbMATH DE number 1455293 |
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The power of bootstrap based tests for parameters in cointegrating regressions (English)
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5 June 2000
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cointegration
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bootstrap
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nonstationary time series
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test power
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0.9389719
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0.9360631
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0.93603253
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0.9347391
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0.9294523
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0.9225389
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