A model of fractional cointegration, and tests for cointegration using the bootstrap
James Davidson
| 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
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| Subject: | Kointegration | Cointegration | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001703507