Estimating cointegration parameters: An application of the double bootstrap

DOI10.1016/0378-3758(94)00015-NzbMath0925.62532MaRDI QIDQ1345554

H. D. Vinod, B. D. McCullough

Publication date: 8 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

Related Items

Bootstrapping time series models, On bootstrap inference in cointegrating regressions, Confidence interval estimation of overlap: equal means case.

Cites Work

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