A sieve bootstrap test for cointegration in a conditional error correction model
Franz C. Palm, Stephan Smeekes and Jean-Pierre Urbain
| Year of publication: |
2010
|
|---|---|
| Authors: | Palm, Franz C. ; Smeekes, Stephan ; Urbain, Jean-Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 3, p. 647-681
|
| Subject: | Wald-test | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003992422