Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
type: Item
instance of: scholarly article
title: Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
zbMATH Open document ID: 1204.62153
author: H. Peter Boswijk
published in: Economics Letters
publication date: 2010-05-27T00:00:00Z
full work available at URL: nuisance-parameter-free-inference-on-cointegration-parameters-in-the-presence-of-a-variance-shift(0a5a80e3-e2c9-4f54-a0da-a9e3a8530cc7).html
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5712887
zbMATH Keywords: cointegration
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: variance shifts
zbMATH Keywords: wild bootstrap
MaRDI profile type: Publication
OpenAlex ID: W2161760816
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DOI: 10.1016/J.ECONLET.2010.01.021
description: scientific article; zbMATH DE number 5712887