Small sample testing for cointegration using the bootstrap approach
Year of publication: |
1998
|
---|---|
Authors: | Harris, Richard I. D. |
Other Persons: | Judge, Guy (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 58.1998, 1, p. 31-37
|
Subject: | Statistische Methodenlehre | Statistical theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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