Bootstrap cointegration tests in ARDL models
Year of publication: |
2022
|
---|---|
Authors: | Bertelli, Stefano ; Vacca, Gianmarco ; Zoia, Maria Grazia |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 116.2022, p. 1-15
|
Subject: | Autoregressive distributed lag model | Bound test | Bootstrap | Cointegration | Error-correction model | Kointegration | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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