Testing for no-cointegration under time-varying variance
Shaoping Wang, Qing Zhao, Yanglin Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Wang, Shaoping ; Zhao, Qing ; Li, Yanglin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 182.2019, p. 45-49
|
| Subject: | Bitcoin | Cointegration | Residual-based tests | Time-varying variance | Wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122426