Testing for no-cointegration under time-varying variance (Q2315402)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for no-cointegration under time-varying variance |
scientific article |
Statements
Testing for no-cointegration under time-varying variance (English)
0 references
5 August 2019
0 references
cointegration
0 references
wild bootstrap
0 references
residual-based tests
0 references
time-varying variance
0 references
Bitcoin
0 references