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Bootstrap LR tests of stationarity, common trends and cointegration - MaRDI portal

Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820)

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scientific article; zbMATH DE number 6182397
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English
Bootstrap LR tests of stationarity, common trends and cointegration
scientific article; zbMATH DE number 6182397

    Statements

    title
    Bootstrap LR tests of stationarity, common trends and cointegration (English)
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    author
    Fabio Busetti
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    Silvestro Di Sanzo
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    publication date
    28 June 2013
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    zbMATH Keywords
    bootstrap
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    cointegration
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    computer-intensive methods
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    econometric models
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    econometrics
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    maximum likelihood
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    Monte Carlo simulation
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    resampling
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    space-time models
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    statistical inference
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    time series
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62E20
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    62P20
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    zbMATH DE Number
    6182397
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    OpenAlex ID
    W2163816607
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