Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331)
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scientific article; zbMATH DE number 7310364
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| English | Bootstrap tests for fractional integration and cointegration: a comparison study |
scientific article; zbMATH DE number 7310364 |
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Bootstrap tests for fractional integration and cointegration: a comparison study (English)
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15 February 2021
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ARFIMA model
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semiparametric estimator
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classical unit root tests
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EG and Johansen tests
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bootstrap
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