Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses
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| 024 | 7 | 0 | |a 10.2202/1558-3708.1099 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1099 | ||
| 100 | 1 | |a Kapetanios |D George |u 1Queen Mary University of London, G.Kapetanios@qmul.ac.uk | |
| 245 | 1 | 0 | |a Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses |h [Elektronische Daten] |c [George Kapetanios] |
| 520 | 3 | |a This paper introduces bootstrap neural network pure significance tests for the no cointegration hypothesis against nonlinear cointegration alternatives. The theoretical properties of the tests are discussed and a Monte Carlo investigation of their small sample properties is undertaken. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 690 | 7 | |a C12 C22 C45 |2 nationallicence | |
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 7/2(2003-07-01) |q 7:2 |1 2003 |2 7 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1099 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1558-3708.1099 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Kapetanios |D George |u 1Queen Mary University of London, G.Kapetanios@qmul.ac.uk | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 7/2(2003-07-01) |q 7:2 |1 2003 |2 7 |o snde | ||
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