A sieve bootstrap test for cointegration in a conditional error correction model
Year of publication: |
2010
|
---|---|
Authors: | Palm, Franz C. ; Smeekes, Stephan ; Urbain, Jean-Pierre |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 3, p. 647-681
|
Subject: | Wald-test | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory |
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