Pages that link to "Item:Q1567079"
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The following pages link to The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079):
Displaying 9 items.
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- The power of bootstrap tests of cointegration rank (Q2259346) (← links)
- Booststrapped johansen tests for cointegration relationships: a graphical analysis (Q2747231) (← links)
- (Q2991080) (← links)
- (Q3080543) (← links)