| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7549288 | Statistics & Probability Letters | 2016 | 9 Pages |
Abstract
In this paper it is proposed to use a non-parametric bootstrap based Bartlett correction factor for the LR test for linear restrictions on the cointegrating vectors to reduce the finite sample size distortion problem of the test statistic.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alessandra Canepa,