Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Year of publication: |
2006
|
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Authors: | Canepa, Alessandra |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 91.2006, 3, p. 330-336
|
Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach |
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