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Bootstrapping cointegrating regression

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  • Li, Yikang

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  • Li, Yikang, 1994. "Bootstrapping cointegrating regression," Economics Letters, Elsevier, vol. 44(3), pages 229-233.
    • Handle: RePEc:eee:ecolet:v:44:y:1994:i:3:p:229-233
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    Cited by:

    1. Mr. Charles Frederick Kramer, 1996. "FEERs and Uncertainty: Confidence Intervals for the Fundamental Equilibrium Exchange Rate of the Canadian Dollar," IMF Working Papers 1996/068, International Monetary Fund.
    2. Baustert, Paul & Othoniel, Benoit & Rugani, Benedetto & Leopold, Ulrich, 2018. "Uncertainty analysis in integrated environmental models for ecosystem service assessments: Frameworks, challenges and gaps," Ecosystem Services, Elsevier, vol. 33(PB), pages 110-123.
    3. Tanya Suchoy & Amit Friedman, 2002. "The NAIRU in Israel: an Unobserved Components Approach," Bank of Israel Working Papers 2002.08, Bank of Israel.
    4. Amit Friedman & Tanya Suchoy, 2004. "The NAIRU in Israel: An Unobserved Components Approach," Israel Economic Review, Bank of Israel, vol. 2(2), pages 125-154.
    5. Yikang, Li, 1998. "Low-pass filtered least squares estimators of cointegrating vectors," Journal of Econometrics, Elsevier, vol. 85(2), pages 289-316, August.
    6. Li, Yikang & Maddala, G. S. & Rush, Mark, 1995. "New small sample estimators for cointegration regression: Low-pass spectral filter method," Economics Letters, Elsevier, vol. 47(2), pages 123-129, February.
    7. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.

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