Are bootstrapped cointegration test findings unreliable?
Year of publication: |
[2018]
|
---|---|
Authors: | Schreiber, Sven |
Publisher: |
Berlin : Freie Universität Berlin |
Subject: | bootstrap | cointegration rank test | empirical size | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (circa 14 Seiten) Illustrationen |
---|---|
Series: | Discussion paper. - Berlin : Freie Universität Berlin, ZDB-ID 2921112-8. - Vol. 2018, 8 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/178598 [Handle] |
Classification: | C32 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; E31 - Price Level; Inflation; Deflation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On (bootstrapped) cointegration tests in partial systems
Schreiber, Sven, (2019)
-
On the validity of tests for asymmetry in residual-based threshold cointegration models
Schild, Karl-Heinz, (2019)
-
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten, (2006)
- More ...
-
Schreiber, Sven, (2013)
-
Schreiber, Sven, (2014)
-
Tests Of Non-Causality In A Frequency Band
Schreiber, Sven, (2015)
- More ...