A test for fractional cointegration using the sieve bootstrap (Q1019511)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A test for fractional cointegration using the sieve bootstrap |
scientific article; zbMATH DE number 5560842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for fractional cointegration using the sieve bootstrap |
scientific article; zbMATH DE number 5560842 |
Statements
A test for fractional cointegration using the sieve bootstrap (English)
0 references
2 June 2009
0 references
fractional cointegration
0 references
long memory
0 references
sieve bootstrap
0 references
0 references
0 references
0 references
0 references
