Pages that link to "Item:Q1023836"
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The following pages link to Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836):
Displaying 4 items.
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- The power of bootstrap tests of cointegration rank (Q2259346) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)