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Bootstrapping cointegrating regression

✍ Scribed by Yikang Li

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stationary bootstrapping for cointegrati

✍ Dong Wan Shin; Eunju Hwang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 219 KB

On bootstrap inference in cointegrating

✍ Zacharias Psaradakis 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 78 KB

Frequency domain bootstrap for the fract

✍ Margherita Gerolimetto 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 140 KB

Structural Nonparametric Cointegrating R

✍ Qiying Wang; Peter C. B. Phillips 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 435 KB

The power of bootstrap based tests for p

✍ Hongyi Li 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 717 KB

A panel bootstrap cointegration test

✍ Joakim Westerlund; David L. Edgerton 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 139 KB