Bootstrap testing for small sample cointegration analysis
Seppo Pynnönen; Juuso Vataja
| Year of publication: |
1996
|
|---|---|
| Authors: | Pynnönen, Seppo ; Vataja, Juuso |
| Publisher: |
Vaasa : Univ. |
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis |
| Extent: | 12 S |
|---|---|
| Series: | Proceedings of the University of Vaasa / Discussion papers. - Vaasa, ISSN 0358-870X, ZDB-ID 878238-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 11 - 12 |
| ISBN: | 951-683-658-5 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000625385