Small sample adjustment for hypotheses testing on cointegrating vectors
Alessandra Canepa
| Year of publication: |
2022
|
|---|---|
| Authors: | Canepa, Alessandra |
| Subject: | Bartlett correction | bootstrap | cointegration | LR test | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2020-0044 [DOI] |
| Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013260145