Bootstrapping cointegrating regressions
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference20 articles.
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2. Chang, Y., 2004. Bootstrap unit root tests in panels with cross-sectional dependency. Journal of Econometrics 120, 263–293.
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4. A sieve bootstrap for the test of a unit root;Chang;Journal of Time Series Analysis,2003
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