Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578)
From MaRDI portal
scientific article; zbMATH DE number 7534762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion |
scientific article; zbMATH DE number 7534762 |
Statements
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (English)
0 references
31 May 2022
0 references
cointegration
0 references
i.i.d. bootstrap
0 references
OLS and GLS detrending
0 references
trace tests
0 references
0 references
0 references
0 references
