Bootstrapping the autoregressive distributed lag test for cointegration
Year of publication: |
March 2018
|
---|---|
Authors: | McNown, Robert F. ; Sam, Chung Yan ; Khoon, Goh Soo |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 13, p. 1509-1521
|
Subject: | Bootstrap method | ARDL bounds test | degenerate cases | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Lag-Modell | Lag model |
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