Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Giuseppe Cavaliere, A. M. Robert Taylor and Carsten Trenkler
| Year of publication: |
2015
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, Robert ; Trenkler, Carsten |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 5, p. 740-759
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011383823