The following pages link to (Q2991080):
Displaying 5 items.
- 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)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- Subsampling cointegration tests in heavy-tailed observation (Q2993935) (← links)
- (Q3080543) (← links)