Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262)
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scientific article; zbMATH DE number 6573254
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Alternative bootstrap procedures for testing cointegration in fractionally integrated processes |
scientific article; zbMATH DE number 6573254 |
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Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (English)
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25 April 2016
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fractional cointegration
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bootstrap tests
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0.8938260078430176
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0.8416063785552979
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0.8392417430877686
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0.8264110684394836
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0.8254457712173462
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