Improving fractional integration tests with bootstrap distributions
Michael K. Andersson and Mikael P. Gredenhoff
| Year of publication: |
23 May 2000 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Andersson, Michael K. (contributor) ; Gredenhoff, Mikael P. (contributor) |
| Institutions: | Konjunkturinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm, Konjunkturinstitutet |
| Subject: | Zeitreihenanalyse | Time series analysis | Risikoaversion | Risk aversion | ARCH-Modell | ARCH model | Theorie | Theory | Resampling | Resampling method | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | Online-Rssource, 12 p., text ill |
|---|---|
| Series: | Working paper / Konjunkturinstitutet. - Stockholm, ZDB-ID 2095870-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001714017