Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375)
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scientific article; zbMATH DE number 1080774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) |
scientific article; zbMATH DE number 1080774 |
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Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (English)
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28 October 1997
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nonstationary time series
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small sample bias
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size distortion
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moving block bootstrap
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stationary bootstrap
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