Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765)
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scientific article; zbMATH DE number 7890157
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Small sample adjustment for hypotheses testing on cointegrating vectors |
scientific article; zbMATH DE number 7890157 |
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Small sample adjustment for hypotheses testing on cointegrating vectors (English)
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1 August 2024
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cointegration
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LR test
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bootstrap
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Bartlett correction
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0.8724199533462524
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0.8583766222000122
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0.8487578630447388
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0.8478382229804993
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