Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nuisance parameter free inference on cointegration parameters in the presence of a variance shift |
scientific article |
Statements
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (English)
0 references
27 May 2010
0 references
cointegration
0 references
heteroskedasticity
0 references
variance shifts
0 references
wild bootstrap
0 references
