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The power of bootstrap tests of cointegration rank - MaRDI portal

The power of bootstrap tests of cointegration rank (Q2259346)

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The power of bootstrap tests of cointegration rank
scientific article

    Statements

    title
    The power of bootstrap tests of cointegration rank (English)
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    author
    Niklas Ahlgren
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    Jan Antell
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    publication date
    3 March 2015
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    zbMATH Keywords
    bootstrap
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    cointegration
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    Euribor interest rates
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    likelihood ratio test
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    test power
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    Identifiers

    zbMATH DE Number
    6410865
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    OpenAlex ID
    W2058689782
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