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 |
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