Bootstrapping cointegrating regressions
Year of publication: |
2006
|
---|---|
Authors: | Chang, Yoosoon ; Park, Joon Y. ; Song, Kyungchul |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 703-739
|
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Bootstrap-Verfahren | Bootstrap approach |
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