Bootstrap testing linear restrictions on cointegrating vectors
Year of publication: |
2000
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Authors: | Gredenhoff, Mikael P. ; Jacobson, Tor |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 1, p. 63-72
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Subject: | Kointegration | Cointegration | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of business & economic statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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