Small sample testing for cointegration using the bootstrap approach
type: Item
instance of: scholarly article
title: Small sample testing for cointegration using the bootstrap approach
zbMATH Open document ID: 0899.90044
DOI: 10.1016/S0165-1765(97)00275-9
author: S. H. Smith
published in: Economics Letters
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1189858
zbMATH Keywords: bootstrapping
zbMATH Keywords: cointegration
zbMATH Keywords: Monte Carlo
MaRDI profile type: Publication
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cites work: Q4837258
cites work: Statistical analysis of cointegration vectors
cites work: Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
cites work: Testing the autoregressive parameter with the t statistic
cites work: The Stationary Bootstrap
cites work: Comparisons of tests for multivariate cointegration
full work available at URL: s0165-1765(97)00275-9
OpenAlex ID: W2064243263
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description: scientific article; zbMATH DE number 1189858