Small sample testing for cointegration using the bootstrap approach (Q1128550)
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scientific article; zbMATH DE number 1189858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample testing for cointegration using the bootstrap approach |
scientific article; zbMATH DE number 1189858 |
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Small sample testing for cointegration using the bootstrap approach (English)
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13 August 1998
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bootstrapping
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cointegration
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Monte Carlo
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0.91800773
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0.90736514
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0.90430224
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0.8979581
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0.8898692
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