Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Giuseppe Cavaliere, A. M. Robert Taylor, and Carsten Trenkler
| Year of publication: |
2013
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| Authors: | Cavaliere, Giuseppe ; Taylor, Robert ; Trenkler, Carsten |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 7, p. 814-847
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| 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/10009758616