Residual-based block bootstrap for cointegration testing
Rosa Badillo, Jorge Belaire-Franch and Carmelo Reverte
| Year of publication: |
2010
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|---|---|
| Authors: | Amador, Rosa Badillo ; Belaire-Franch, Jorge ; Reverte, Carmelo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 10/12, p. 999-1003
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008698432