Bootstrap tests for time varying cointegration
Year of publication: |
2018
|
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Authors: | Martins, Luís Filipe |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 466-483
|
Subject: | Bootstrap | likelihood ratio test | purchasing power parity hypothesis | time-varying cointegration | Kaufkraftparität | Purchasing power parity | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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