Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Alessandra Canepa
| Year of publication: |
2006
|
|---|---|
| Authors: | Canepa, Alessandra |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 91.2006, 3, p. 330-336
|
| Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach |
| 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://ebvufind01.dmz1.zbw.eu/10003333617