Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011)
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scientific article; zbMATH DE number 5304589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap |
scientific article; zbMATH DE number 5304589 |
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Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (English)
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29 July 2008
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threshold cointegration
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residual-based moving block bootstrap
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sup LM test
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Monte Carlo simulation
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