Bootstrapping cointegrating regressions
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- Tom Doan, "undated". "RATS program to demonstrate bootstrapping with cointegration," Statistical Software Components RTZ00021, Boston College Department of Economics.
References listed on IDEAS
- Park, Joon Y, 1992. "Canonical Cointegrating Regressions," Econometrica, Econometric Society, vol. 60(1), pages 119-143, January.
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Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(1), pages 203-212, February.
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- Hall, P. & Horowitz, J.L., 1993. "Corrections and Blocking Rules for the Block Bootstrap with Dependent Data," Working Papers 93-11, University of Iowa, Department of Economics.
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