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The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors - MaRDI portal

The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756)

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scientific article; zbMATH DE number 5025004
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The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
scientific article; zbMATH DE number 5025004

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    The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (English)
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    22 May 2006
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    Bartlett correction
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    bootstrap
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    cointegration
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    fast double bootstrap
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    VAR
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