The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756)
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scientific article; zbMATH DE number 5025004
Language | Label | Description | Also known as |
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English | The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors |
scientific article; zbMATH DE number 5025004 |
Statements
The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (English)
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22 May 2006
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Bartlett correction
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bootstrap
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cointegration
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fast double bootstrap
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VAR
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