"Bootstrap tests for fractional integration and cointegration: A comparison ..."

Glaura C. Franco, Valderio Anselmo Reisen, F. A. Alves (2013)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2012.11.011

access: closed

type: Journal Article

metadata version: 2020-03-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/FrancoRA13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/FrancoRA13
Glaura C. Franco, Valderio Anselmo Reisen, F. A. Alves:
Bootstrap tests for fractional integration and cointegration: A comparison study. Math. Comput. Simul. 87: 19-29 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.