Pages that link to "Item:Q1128550"
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The following pages link to Small sample testing for cointegration using the bootstrap approach (Q1128550):
Displaying 7 items.
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
