Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820)
From MaRDI portal
scientific article; zbMATH DE number 6182397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap LR tests of stationarity, common trends and cointegration |
scientific article; zbMATH DE number 6182397 |
Statements
Bootstrap LR tests of stationarity, common trends and cointegration (English)
0 references
28 June 2013
0 references
bootstrap
0 references
cointegration
0 references
computer-intensive methods
0 references
econometric models
0 references
econometrics
0 references
maximum likelihood
0 references
Monte Carlo simulation
0 references
resampling
0 references
space-time models
0 references
statistical inference
0 references
time series
0 references
0 references
