A sieve bootstrap test for cointegration in a conditional error correction model

F.C. Palm, S. Smeekes, J.R.Y.J. Urbain

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages49
DOIs
Publication statusPublished - 1 Jan 2007

Publication series

SeriesMETEOR Research Memorandum
Number054

Cite this

Palm, F. C., Smeekes, S., & Urbain, J. R. Y. J. (2007). A sieve bootstrap test for cointegration in a conditional error correction model. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 054 https://doi.org/10.26481/umamet.2007054