Bootstrap inference in single equation error correction models
Year of publication: |
2000
|
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Authors: | Herwartz, Helmut ; Neumann, Michael H. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Error correction models | panel cointegration analysis | bootstrap |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2000,87 |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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