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Residual-based block bootstrap for cointegration testing

Badillo, Rosa; Belaire-Franch, Jorge; Reverte, Carmelo - In: Applied Economics Letters 17 (2010) 10, pp. 999-1003

We propose a new testing procedure to determine the rank of cointegration. This new method is based on the nonparametric resampling procedure, so-called Residual-Based Block Bootstrap (RBB), which is developed by Paparoditis and Politis (2003) in the context of unit root testing. Through Monte...

Persistent link: https://www.econbiz.de/10008498648

Empirical evidence on investment valuation models used by Spanish venture capital companies : special reference to the discounted cash flow method's implementation

Maya, Carmelo Reverte; Sánchez-Hernández, María del Mar - In: International journal of entrepreneurship and small business 17 (2012) 4, pp. 495-510

Persistent link: https://www.econbiz.de/10009670909

Empirical evidence on investment valuation models used by Spanish venture capital companies : special reference to the discounted cash flow method's implementation

Maya, Carmelo Reverte; Sánchez Hernández, María del Mar - In: International journal of entrepreneurship and small business 17 (2012) 4, pp. 495-510

Persistent link: https://www.econbiz.de/10010057832