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Bootstrap Testing Linear Restrictions on Cointegrating Vectors
Journal article   Peer reviewed

Bootstrap Testing Linear Restrictions on Cointegrating Vectors

Mikael Gredenhoff and Tor Jacobson
Journal of Business & Economic Statistics, Vol.19(1), pp.63-72
2001-01-01

Abstract

Critical values Economic models Economic statistics Eigenvalues Inference Mathematical vectors Maximum likelihood estimation Modeling Monte Carlo methods Sampling distributions

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