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ArticleBootstrap cointegration tests in ARDL models

Stefano Bertelli2022

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Bootstrap cointegration tests in ARDL models

Stefano Bertelli · Gianmarco Vacca · Maria Grazia Zoia

33 citations·0/0 files stored·Economic Modelling

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Monetary Policy and Economic Impact Spatial and Panel Data Analysis Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 2001Bounds testing approaches to the analysis of level relationships 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 2005The saving and investment nexus for China: evidence from cointegration tests 1981Some properties of time series data and their use in econometric model specification 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom 2017Bootstrapping the autoregressive distributed lag test for cointegration

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Details

Year2022

Typearticle

Published2022-08-11

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations33

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econmod.2022.105987

openalex_workW4290805597

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