Stationary bootstrapping for cointegrating regressions
Year of publication: |
2013
|
---|---|
Authors: | Shin, Dong Wan ; Hwang, Eunju |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 474-480
|
Publisher: |
Elsevier |
Subject: | Cointegrating regression | Stationary bootstrapping |
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