The power of bootstrap based tests for parameters in cointegrating regressions
Year of publication: |
2000
|
---|---|
Authors: | Li, Hongyi |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 41.2000, 2, p. 197-210
|
Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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