Bootstrapping cointegrating regressions (Q275261)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegrating regressions |
scientific article |
Statements
Bootstrapping cointegrating regressions (English)
0 references
25 April 2016
0 references
cointegrating regression
0 references
sieve bootstrap
0 references
efficient estimation and hypothesis testing
0 references
AR approximation
0 references
