Bootstrap tests for time varying cointegration
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Publication:5862480
DOI10.1080/07474938.2015.1092830zbMath1491.62113OpenAlexW2182150277MaRDI QIDQ5862480
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10071/17096
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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