Bootstrap test for seasonal cointegrating ranks
Year of publication: |
2013
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Authors: | Seong, Byeongchan |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 1/3, p. 147-151
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Subject: | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | Zeitreihenanalyse | Time series analysis |
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