A model of fractional cointegration, and tests for cointegration using the bootstrap
Year of publication: |
2002
|
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Authors: | Davidson, James E. H. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 110.2002, 2, p. 187-212
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model |
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