BOOTCOINTEGRATION—Bootstrap cointegrating model

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TomDoan
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BOOTCOINTEGRATION—Bootstrap cointegrating model

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BOOTCOINTEGRATION.RPF is an example of bootstrapping an FMOLS estimate of cointegrating vectors. Based upon the technique described in Li and Maddala(1997).

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Last bumped by TomDoan on Fri Aug 02, 2024 12:02 pm.
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