A procedure to detect hidden cointegration with the sieve bootstrap (Q4902800)
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scientific article; zbMATH DE number 6126652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A procedure to detect hidden cointegration with the sieve bootstrap |
scientific article; zbMATH DE number 6126652 |
Statements
18 January 2013
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hidden cointegration
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sieve bootstrap
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0.755525529384613
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0.7514204382896423
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0.7488405704498291
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0.7418524622917175
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0.7387284636497498
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