Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5304589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap |
scientific article; zbMATH DE number 5304589 |
Statements
Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (English)
0 references
29 July 2008
0 references
threshold cointegration
0 references
residual-based moving block bootstrap
0 references
sup LM test
0 references
Monte Carlo simulation
0 references
0 references
0.8451855182647705
0 references
0.8139774799346924
0 references
0.7963060140609741
0 references
0.7921833992004395
0 references
0.7921159863471985
0 references
