Pages that link to "Item:Q2227331"
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The following pages link to Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331):
Displaying 5 items.
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Bilateral bootstrap tests for long memory: an application to the Silver market (Q1417065) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)