Bootstrapping cointegrating regressions (Q275261)
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scientific article; zbMATH DE number 6573253
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bootstrapping cointegrating regressions |
scientific article; zbMATH DE number 6573253 |
Statements
Bootstrapping cointegrating regressions (English)
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25 April 2016
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cointegrating regression
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sieve bootstrap
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efficient estimation and hypothesis testing
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AR approximation
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0.9015585780143738
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0.8982266783714294
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0.8974209427833557
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0.8780353665351868
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0.8425501585006714
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