✦ LIBER ✦

Bootstrap testing for cointegration of international commodity prices

✍ Scribed by Pynnönen, Seppo; Vataja, Juuso

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for cointegration between intern

✍ Ahlgren, Niklas; Antell, Jan 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 282 KB

Residual-based block bootstrap for coint

✍ Badillo, Rosa; Belaire-Franch, Jorge; Reverte, Carmelo 📂 Article 📅 2010 🏛 Taylor and Francis Group 🌐 English ⚖ 125 KB

Bootstrap test for seasonal cointegratin

✍ Seong, Byeongchan 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 158 KB

A model of fractional cointegration, and

✍ James Davidson 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 228 KB

Small sample testing for cointegration u

✍ R.I.D. Harris; G. Judge 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 55 KB

Use of composite forest commodity price

✍ Shiv N. Mehrotra; Shashi Kant 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 410 KB