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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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Bootstrap testing for small sample cointegration analysis
Pynnönen, Seppo; Vataja, Juuso - 1996
Persistent link: https://www.econbiz.de/10000625385
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra - 2012
Persistent link: https://www.econbiz.de/10009573947
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How stable is the savings-led growth hypothesis in Malaysia? : the bootstrap simulation and recursive causality tests
Tang, Chor Foon - In: Margin: the journal of applied economic research 9 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011338219
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Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
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Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Econometric reviews 32 (2013) 7, pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - 2013
some recently developed bootstrap implementations of the co-integration rank tests of Johansen (1996). In order to do so we … significantly improve upon the small sample performance of the bootstrap co-integration rank tests. A brief application of the …
Persistent link: https://www.econbiz.de/10011490238