Frequency domain bootstrap for the fractional cointegration regression
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Publication:1929122
DOI10.1016/J.ECONLET.2005.12.015zbMath1255.62290OpenAlexW1980766141MaRDI QIDQ1929122
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.12.015
Nonparametric regression and quantile regression (62G08) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)
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Uses Software
Cites Work
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