Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
by Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek
| Year of publication: |
2015
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| Authors: | Cavaliere, Giuseppe ; Bohn Nielsen, Heino ; Rahbek, Anders |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 83.2015, 2, p. 813-831
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| Subject: | Co-integration | hypotheses on co-integrating vectors | bootstrap | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011350499