On bootstrap inference in cointegrating regressions

Economics Letters

Volumn 72, Issue 1, 2001, Pages 1-10

  Psaradakis, Zacharias ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Autoregressive approximation; C12; C22; Cointegrating regression; Sieve bootstrap

Indexed keywords

EID: 0035627865     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00410-4     Document Type: Article

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