Bootstrap tests for fractional integration and cointegration: a comparison study
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Publication:2227331
DOI10.1016/j.matcom.2012.11.011zbMath1490.62244OpenAlexW2020662186MaRDI QIDQ2227331
Valdério Anselmo Reisen, F. A. Alves, Glaura C. Franco
Publication date: 15 February 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2012.11.011
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)
Uses Software
Cites Work
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