Wild bootstrap testing for cointegration in an ESTAR error correction model
Year of publication: |
June 2015
|
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Authors: | Maki, Daiki |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 47.2015, p. 280-291
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Subject: | ESTAR | ECM | Wild bootstrap | Heteroskedastic variance | Size and power | Theorie | Theory | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Heteroskedastizität | Heteroscedasticity |
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