Size and power of the error correction model cointegration test : a bootstrap approach
Year of publication: |
1998
|
---|---|
Authors: | Mantalos, Panagiotis |
Other Persons: | Shukur, Ghazi (contributor) |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 60.1998, 2, p. 249-255
|
Subject: | Kausalanalyse | Causality analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
-
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A., (2021)
-
Counterfactuals and causal inference : methods and principles for social research
Morgan, Stephen L., (2015)
-
Testing conditional mean independence under symmetry
Chen, Tao, (2018)
- More ...
-
The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis
Mantalos, Panagiotis, (2010)
-
The Robustness of the RESET Test to Non-Normal Error Terms
Mantalos, Panagiotis, (2007)
-
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
Mantalos, Panagiotis, (2008)
- More ...