Estimating cointegration parameters: An application of the double bootstrap
type: Item
instance of: scholarly article
title: Estimating cointegration parameters: An application of the double bootstrap
zbMATH Open document ID: 0925.62532
DOI: 10.1016/0378-3758(94)00015-N
author: H. D. Vinod
author: B. D. McCullough
published in: Journal of Statistical Planning and Inference
publication date: 1999-11-08T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 731939
MaRDI profile type: Publication
cites work: Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
cites work: Refining Bootstrap Simultaneous Confidence Sets
cites work: Interpreting cointegrated models
cites work: Bootstrap methods: another look at the jackknife
cites work: Better Bootstrap Confidence Intervals
cites work: Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Forecasting and testing in co-integrated systems
cites work: Spurious regressions in econometrics
cites work: Understanding spurious regressions in econometrics
cites work: Time Series Regression with a Unit Root
cites work: Multiple Time Series Regression with Integrated Processes
cites work: Q5792707
cites work: Inference in Linear Time Series Models with some Unit Roots
cites work: Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
cites work: Q4197160
description: scientific article; zbMATH DE number 731939