A bootstrap test of cointegration rank
Year of publication: |
25 June 1999 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Kapetanios, George (contributor) ; Camba-Méndez, Gonzalo (contributor) |
Institutions: | National Institute of Economic and Social Research (contributor) |
Publisher: |
London : National Inst. of Economic and Social Research |
Subject: | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
-
Determinants of banks' Nerlovian economic efficiency : a DEA-bootstrap approach
Yu, Ming-miin, (2020)
-
An examination of the dynamic behaviour of local governments using GMM bootstrapping methods
Dahlberg, Matz, (2000)
-
A reality check for data snooping
White, Halbert, (2000)
- More ...
-
Camba-Méndez, Gonzalo, (1999)
-
An automatic leading indicator of economic activity : forecasting GDP growth for European countries
Camba-Méndez, Gonzalo, (1999)
-
Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo, (1999)
- More ...