Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Year of publication: |
2009
|
---|---|
Authors: | Trenkler, Carsten |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 1, p. 243-269
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration |
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