A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969)
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scientific article; zbMATH DE number 1869223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model of fractional cointegration, and tests for cointegration using the bootstrap. |
scientific article; zbMATH DE number 1869223 |
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A model of fractional cointegration, and tests for cointegration using the bootstrap. (English)
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17 February 2003
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bootstrap
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fractional integration
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cointegration
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