Bootstrap testing for fractional integration
[Mikael Gredenhoff]
| Year of publication: |
1998
|
|---|---|
| Authors: | Gredenhoff, Mikael P. |
| Published in: |
Bootstrap inference in time series econometrics. - Stockholm : EFI, ISBN 91-7258-476-9. - 1998, p. 25-38
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001304239