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dc.contributor.author신동완-
dc.contributor.author황은주-
dc.date.accessioned2016-08-28T10:08:33Z-
dc.date.available2016-08-28T10:08:33Z-
dc.date.issued2013-
dc.identifier.issn0167-7152-
dc.identifier.otherOAK-9832-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/223499-
dc.description.abstractThe validity of stationary bootstrapping is investigated for cointegrating regressions in large samples as well as in finite samples. The bootstrap ordinary least squares estimator (OLSE) is shown to be valid in large samples having the same limiting distribution as the OLSE under a similar normalization. Large sample validity of a bootstrap test regarding cointegration parameters is also established. Finite sample size and power properties of the bootstrap test are investigated via a Monte Carlo experiment. © 2012.-
dc.languageEnglish-
dc.titleStationary bootstrapping for cointegrating regressions-
dc.typeArticle-
dc.relation.issue2-
dc.relation.volume83-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.startpage474-
dc.relation.lastpage480-
dc.relation.journaltitleStatistics and Probability Letters-
dc.identifier.doi10.1016/j.spl.2012.10.007-
dc.identifier.wosidWOS:000315762200007-
dc.identifier.scopusid2-s2.0-84869809460-
dc.author.googleShin D.W.-
dc.author.googleHwang E.-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20180104081001-
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자연과학대학 > 통계학전공 > Journal papers
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