Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models (Q4614277)
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scientific article; zbMATH DE number 7008653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models |
scientific article; zbMATH DE number 7008653 |
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Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models (English)
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30 January 2019
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co-integration
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hypotheses on co-integrating vectors
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bootstrap
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multivariate Ornstein-Uhlenbeck processes
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