Bootstrap tests for time varying cointegration (English)
- New search for: Martins, Luis F.
- New search for: Martins, Luis F.
In:
Econometric reviews
;
37
, 5
;
466-483
;
2018
-
ISSN:
- Article (Journal) / Print
-
Title:Bootstrap tests for time varying cointegration
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Contributors:Martins, Luis F. ( author )
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Published in:Econometric reviews ; 37, 5 ; 466-483
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Publisher:
- New search for: Taylor & Francis
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Publication date:2018-01-01
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Size:18 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 330.015195
- Further information on Dewey Decimal Classification
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Classification:
DDC: 330.015195 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 37, Issue 5
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 401
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Estimation of factor-augmented panel regressions with weakly influential factorsReese, Simon / Westerlund, Joakim et al. | 2018
- 466
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Bootstrap tests for time varying cointegrationMartins, Luis F. et al. | 2018
- 484
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Sample path properties of an explosive double autoregressive modelLiu, Feng / Li, Dong / Kang, Xinmei et al. | 2018
- 491
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Testing for sphericity in a two-way error components panel data modelMao, Guangyu et al. | 2018
- 507
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Functional-coefficient cointegration models in the presence of deterministic trendsHirukawa, Masayuki / Sakudo, Mari et al. | 2018
- 534
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Parameter estimation in multivariate logit models with many binary choicesBel, Koen / Fok, Dennis / Paap, Richard et al. | 2018