Bootstrap and Asymptotic Tests of Long‐run Relationships in Cointegrated Systems

• 1 September 2000
• journal article
• Published by Wiley in Oxford Bulletin of Economics and Statistics
• Vol. 62  (4) , 543-551
• https://doi.org/10.1111/1468-0084.00187

Abstract

Keywords

• BOOTSTRAP AND ASYMPTOTIC
• ASYMPTOTIC TESTS
• MONTE CARLO
• SYSTEMS HYPOTHESIS
• COINTEGRATED SYSTEMS
• RUN RELATIONSHIPS
• TEST STATISTICS
• TYPE I ERRORS