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Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo
;
Belaire-Franch, Jorge
;
Reverte, …
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
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2
Spurious rejection of the stationarity hypothesis in the presence of a break point
Amador, Rosa Badillo
;
Belaire-Franch, Jorge
;
Contreras, …
- In:
Applied economics
34
(
2002
)
15
,
pp. 1917-1923
Persistent link: https://www.econbiz.de/10001702094
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