On bootstrap inference in cointegrating regressions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 72 (2001)
Issue (Month): 1 (July)
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- Paparoditis, Efstathios, 1996. "Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes," Journal of Multivariate Analysis, Elsevier, vol. 57(2), pages 277-296, May.
- James H. Stock & Mark W. Watson, 1991.
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- Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
- Saikkonen, Pentti, 1991. "Asymptotically Efficient Estimation of Cointegration Regressions," Econometric Theory, Cambridge University Press, vol. 7(01), pages 1-21, March.
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- Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
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- Di Iorio, Francesca & Fachin, Stefano, 2012.
"A note on the estimation of long-run relationships in panel equations with cross-section linkages,"
Economics Discussion Papers
2012-1, Kiel Institute for the World Economy.
- Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(20), pages 1-18.
- Westerlund, Joakim & Edgerton, David L., 2007. "A panel bootstrap cointegration test," Economics Letters, Elsevier, vol. 97(3), pages 185-190, December.
- repec:ebl:ecbull:v:3:y:2004:i:13:p:1-8 is not listed on IDEAS
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