Alternative bootstrap procedures for testing cointegration in fractionally integrated processes

Journal of Econometrics

Volumn 133, Issue 2, 2006, Pages 741-777

  Davidson, James ^a  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

Author keywords

Bootstrap tests; Fractional cointegration

Indexed keywords

COMPUTER SIMULATION; INTEGRATION; MONTE CARLO METHODS; STATISTICAL TESTS;

BIAS CORRECTION TECHNIQUES; BOOTSTRAP TESTS; FRACTIONAL COINTEGRATION; NON-COINTEGRATION;

COMPUTATION THEORY;

EID: 33745879168     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.012     Document Type: Article

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