Bootstrap testing linear restrictions on cointegrating vectors

Journal of Business and Economic Statistics

Volumn 19, Issue 1, 2001, Pages 63-72

  Gredenhoff, Mikael ^a   Jacobson, Tor ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b SVERIGES RIKSBANK   (Sweden)

Author keywords

Likelihood ratio test; Monte Carlo simulations; Response surface regressions; Small sample corrections

Indexed keywords

EID: 0035586272     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/07350010152472625     Document Type: Article

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