Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752)
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scientific article; zbMATH DE number 5158746
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| English | Testing the Null of Co-integration in the Presence of Variance Breaks |
scientific article; zbMATH DE number 5158746 |
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Testing the Null of Co-integration in the Presence of Variance Breaks (English)
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29 May 2007
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fixed repressors bootstrap
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vector-valued time series
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asymptotic distribution
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0.8277639150619507
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0.8269379734992981
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0.8213915228843689
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0.8199187517166138
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