A model of fractional cointegration, and tests for cointegration using the bootstrap.
type: Item
instance of: scholarly article
title: A model of fractional cointegration, and tests for cointegration using the bootstrap.
zbMATH Open document ID: 1038.62078
DOI: 10.1016/S0304-4076(02)00092-1
author: Yanyan Li
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1869223
zbMATH Keywords: bootstrap
zbMATH Keywords: fractional integration
zbMATH Keywords: cointegration
Wikidata QID: Q57944340
describes a project that uses: Ox
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1869223