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"A test for fractional cointegration using the sieve bootstrap."

Margherita Gerolimetto, Isabella Procidano (2008)

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DOI: 10.1007/S10260-007-0065-5

access: closed

type: Journal Article

metadata version: 2020-05-25

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  - https://dblp.org/rec/journals/sma/GerolimettoP08
Margherita Gerolimetto, Isabella Procidano:
A test for fractional cointegration using the sieve bootstrap. Stat. Methods Appl. 17(3): 373-391 (2008)

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