Stationary bootstrapping for cointegrating regressions

DOI10.1016/J.SPL.2012.10.007zbMath1352.62140OpenAlexW2091326577MaRDI QIDQ1950652

Dong Wan Shin, Eun-Ju Hwang

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.10.007

zbMATH Keywords

cointegrating regressionstationary bootstrapping

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40)

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