Testing for no-cointegration under time-varying variance
Year of publication: |
2019
|
---|---|
Authors: | Wang, Shaoping ; Zhao, Qing ; Li, Yanglin |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 182.2019, p. 45-49
|
Subject: | Bitcoin | Cointegration | Residual-based tests | Time-varying variance | Wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Kointegration | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
-
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu, (2023)
-
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa, (2011)
-
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas, (2006)
- More ...
-
When does the stock market recover from a crisis?
Li, Yanglin, (2021)
-
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping, (2021)
-
A new test for unit roots with a partial quadratic trend
Li, Yanglin, (2024)
- More ...