Small sample testing for cointegration using the bootstrap approach
R. I. D. Harris ; G. Judge
| Year of publication: |
1998
|
|---|---|
| Authors: | Harris, Richard I. D. |
| Other Persons: | Judge, Guy (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 58.1998, 1, p. 31-37
|
| Subject: | Statistische Methodenlehre | Statistical theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10001233149