Robust testing for fractional integration using the bootstrap
Michael K. Andersson ; Mikael P. Gredenhoff
| Year of publication: |
1998
|
|---|---|
| Authors: | Eklund, Bruno ; Gredenhoff, Mikael P. |
| Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm : Stockholm School of Economics, the Economic Research Inst. |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 19 S |
|---|---|
| Series: | Working paper series in economics and finance. - Stockholm, ISSN 1104-4705, ZDB-ID 2544046-9. - Vol. 218 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000978987