Testing for nonlinear cointegration under heteroskedasticity
Christoph Hanck and Till Massing
| Year of publication: |
2025
|
|---|---|
| Authors: | Hanck, Christoph ; Massing, Till Philipp Georg |
| Subject: | Fixed regressor bootstrap | nonlinear cointegration tests | variance breaks | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2024.2429598 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196620