The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
Year of publication: |
2006
|
---|---|
Authors: | Omtzigt, Pieter ; Fachin, Stefano |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 25.2006, 1, p. 41-60
|
Publisher: |
Taylor & Francis Journals |
Subject: | Bartlett correction | Bootstrap | Cointegration | Fast double bootstrap |
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