The power of bootstrap based tests for parameters in cointegrating regressions
type: Item
instance of: scholarly article
title: The power of bootstrap based tests for parameters in cointegrating regressions
zbMATH Open document ID: 0948.62066
DOI: 10.1007/BF02926103
author: Hongyi Li
published in: Statistical Papers
publication date: 2000-06-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 1455293
zbMATH Keywords: cointegration
zbMATH Keywords: bootstrap
zbMATH Keywords: nonstationary time series
zbMATH Keywords: test power
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1455293