Bootstrap tests for time varying cointegration (Q5862480)
From MaRDI portal
scientific article; zbMATH DE number 7486299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap tests for time varying cointegration |
scientific article; zbMATH DE number 7486299 |
Statements
Bootstrap tests for time varying cointegration (English)
0 references
9 March 2022
0 references
bootstrap
0 references
likelihood ratio test
0 references
purchasing power parity hypothesis
0 references
time-varying cointegration
0 references
0 references
0 references
0 references
0 references
0 references
