Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Niklas Ahlgren & Jan Antell
| Year of publication: |
2006
|
|---|---|
| Other Persons: | Ahlgren, Niklas (contributor) ; Antell, Jan (contributor) |
| Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
| Publisher: |
Helsinki : Svenska Handelshögskolan |
| Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | Online-Ressource, 40 S., Text |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 2172605-X. - Vol. 519 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 951-555-925-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003367377