A test for fractional cointegration using the sieve bootstrap
| Year of publication: |
2008
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|---|---|
| Authors: | Gerolimetto, Margherita ; Procidano, Isabella |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 17.2008, 3, p. 373-391
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| Publisher: |
Springer |
| Subject: | Fractional cointegration | Long memory | Sieve bootstrap |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005596317