✦ LIBER ✦

The power of bootstrap tests of cointegration rank

✍ Scribed by Niklas Ahlgren, Jan Antell

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bootstrap test for seasonal cointegratin

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

The power of bootstrap based tests for p

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

Bootstrap Algorithms for Testing and Det

✍ Anders Rygh Swensen 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

A model of fractional cointegration, and

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

Size and Power of the Error Correction M

✍ Panagiotis Mantalos; Ghazi Shukur 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 336 KB

Corrigendum to “Bootstrap Algorithms for

✍ Anders Rygh Swensen 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 37 KB