Bootstrap Co‐Integration Rank Testing : The Effect of Bias‐Correcting Parameter Estimates
Year of publication: |
2015
|
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Authors: | Cavaliere, Giuseppe ; Taylor, Robert ; Trenkler, Carsten |
Publisher: |
[S.l.] : SSRN |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Schätzung | Estimation | Ranking-Verfahren | Ranking method |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 5, pp. 740-759, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2015 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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