Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820)
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scientific article; zbMATH DE number 6182397
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Bootstrap LR tests of stationarity, common trends and cointegration |
scientific article; zbMATH DE number 6182397 |
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Bootstrap LR tests of stationarity, common trends and cointegration (English)
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28 June 2013
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bootstrap
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cointegration
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computer-intensive methods
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econometric models
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econometrics
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maximum likelihood
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Monte Carlo simulation
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resampling
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space-time models
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statistical inference
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time series
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0.8297522068023682
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0.822068452835083
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0.8218845129013062
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0.8218410611152649
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0.8198968768119812
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