Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
type: Item
instance of: scholarly article
title: Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
zbMATH Open document ID: 1345.62057
published in: Journal of Econometrics
publication date: 2016-04-25T00:00:00Z
full work available at URL: http://hdl.handle.net/10036/28772
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 6573254
zbMATH Keywords: fractional cointegration
zbMATH Keywords: bootstrap tests
Wikidata QID: Q57936776
describes a project that uses: Ox
MaRDI profile type: Publication
OpenAlex ID: W2101416844
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DOI: 10.1016/J.JECONOM.2005.06.012
author: James Davidson
description: scientific article; zbMATH DE number 6573254