Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202)
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scientific article; zbMATH DE number 5712887
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| English | Nuisance parameter free inference on cointegration parameters in the presence of a variance shift |
scientific article; zbMATH DE number 5712887 |
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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (English)
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27 May 2010
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cointegration
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heteroskedasticity
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variance shifts
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wild bootstrap
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0.813247799873352
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0.754316508769989
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0.753895103931427
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0.7510514259338379
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0.7433865666389465
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