A jackknife correction to a test for cointegration rank
Year of publication: |
2015
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Authors: | Chambers, Marcus J. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 3.2015, 2, p. 355-375
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Subject: | jackknife correction | bias reduction | cointegration rank test | Schätztheorie | Estimation theory | Kointegration | Cointegration | Systematischer Fehler | Bias |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics3020355 [DOI] hdl:10419/171831 [Handle] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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