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- W3126084903 abstract "In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen & Lutkepohl (2000b) and Saikkonen, Lutkepohl & Trenkler (2006). The asymptotic properties of the bootstrap test procedures are derived and their small sample properties are studied. The simulation study also considers the standard asymptotic test versions and the Johansen cointegration test for comparison." @default.
- W3126084903 created "2021-02-01" @default.
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- W3126084903 date "2006-02-01" @default.
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- W3126084903 title "Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms" @default.
- W3126084903 hasPublicationYear "2006" @default.
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