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- W2989420891 abstract "The paper investigates the usefulness of bootstrap methods for small sample inference in cointegrating regression models. It discusses the standard bootstrap, the recursive bootstrap, the moving block bootstrap and the stationary bootstrap methods. Some guidelines for bootstrap data generation and test statistics to consider are provided and some simulation evidence presented suggests that the bootstrap methods, when properly implemented, can provide significant improvement over asymptotic inference." @default.
- W2989420891 created "2019-11-22" @default.
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- W2989420891 date "1997-10-01" @default.
- W2989420891 modified "2023-10-16" @default.
- W2989420891 title "Bootstrapping cointegrating regressions" @default.
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- W2989420891 doi "https://doi.org/10.1016/s0304-4076(97)00043-2" @default.
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