Bootstrapping cointegrating regressions using blockwise bootstrap methods (Q4469070)
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scientific article; zbMATH DE number 2074047
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| English | Bootstrapping cointegrating regressions using blockwise bootstrap methods |
scientific article; zbMATH DE number 2074047 |
Statements
Bootstrapping cointegrating regressions using blockwise bootstrap methods (English)
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14 June 2004
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cointegraton
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size distortion
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moving block bootstrap
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stationary bootstrap
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0.8490840792655945
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0.819537878036499
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0.8189756870269775
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0.8086615204811096
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0.802679717540741
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