Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
Georgios Bertsatos, Plutarchos Sakellaris, Mike G. Tsionas
| Year of publication: |
2022
|
|---|---|
| Authors: | Bertsatos, Georgios ; Sakellarēs, Plutarchos ; Tsionas, Efthymios G. |
| Subject: | Asymmetric co-integrating relationships | Bounds testing procedure | Quantile nonlinear ARDL (QNARDL) | S&P global index | Unrestricted error-correction models | Kointegration | Cointegration | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02041-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819488