Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
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DOI: 10.1016/j.matcom.2007.06.005
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- Mora, Juan & Mora-López, Llanos, 2010. "Comparing distributions with bootstrap techniques: An application to global solar radiation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(4), pages 811-819.
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Keywords
Threshold cointegration; Residual-based moving block bootstrap; SupLM test; Monte Carlo simulation;All these keywords.
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