Stationary bootstrapping for cointegrating regressions
type: Item
instance of: scholarly article
title: Stationary bootstrapping for cointegrating regressions
zbMATH Open document ID: 1352.62140
author: Dong Wan Shin
author: Eunju Hwang
published in: Statistics \& Probability Letters
publication date: 2013-05-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
zbMATH DE Number: 6162696
zbMATH Keywords: cointegrating regression
zbMATH Keywords: stationary bootstrapping
MaRDI profile type: Publication
full work available at URL: j.spl.2012.10.007
OpenAlex ID: W2091326577
DOI: 10.1016/J.SPL.2012.10.007
Recommended article: Bootstrapping cointegrating regressions
Recommended article: Bootstrapping cointegrating regression
Recommended article: On bootstrap inference in cointegrating regressions
Recommended article: Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
Recommended article: Bootstrapping cointegrating regressions using blockwise bootstrap methods
Recommended article: Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
Recommended article: BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
Recommended article: Bootstrap LR tests of stationarity, common trends and cointegration
Recommended article: A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
description: scientific article; zbMATH DE number 6162696