Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921)
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scientific article; zbMATH DE number 6180004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors |
scientific article; zbMATH DE number 6180004 |
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Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (English)
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24 June 2013
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Bartlett-type correction
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cointegrating vector
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Monte Carlo experiment
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multivariate GARCH
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wild bootstrapping
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