Bootstrap tests for time varying cointegration (Q5862480)
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scientific article; zbMATH DE number 7486299
Language | Label | Description | Also known as |
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English | Bootstrap tests for time varying cointegration |
scientific article; zbMATH DE number 7486299 |
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Bootstrap tests for time varying cointegration (English)
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9 March 2022
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bootstrap
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likelihood ratio test
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purchasing power parity hypothesis
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time-varying cointegration
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