Adaptive testing for cointegration with nonstationary volatility
Year of publication: |
[2019]
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Authors: | Boswijk, Herman Peter ; Zu, Yang |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | Adaptive estimation | Nonparametric volatility estimation | Wild bootstrap | Volatilität | Volatility | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2019, 043 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/205333 [Handle] |
Classification: | C32 - Time-Series Models ; C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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