"Small sample improvements in the threshold cointegration test using ..."

Zheng Yang, Zheng Tian, Zixia Yuan (2008)

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DOI: 10.1016/J.MATCOM.2007.06.005

access: closed

type: Journal Article

metadata version: 2020-03-04

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Zheng Yang, Zheng Tian, Zixia Yuan:
Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap. Math. Comput. Simul. 78(4): 507-513 (2008)

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