Bootstrap LR tests of stationarity, common trends and cointegration

By F. Busetti, Silvestro Di Sanzo. 2012

92 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d775e4faf1f9fecf85affe1a5f364c8a3d4e9bb6