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Journal of Business & Economic Statistics Volume 42, 2024 - Issue 3

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Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics

Karsten Reicholdb Department of Statistics, TU Dortmund University, Dortmund, Germany;a Institute of Statistics and Mathematical Methods in Economics, TU Wien, Vienna, AustriaCorrespondence[email protected]

https://orcid.org/0000-0001-5980-356X

Carsten Jentschb Department of Statistics, TU Dortmund University, Dortmund, Germany

Pages 970-983 | Published online: 05 Dec 2023

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https://doi.org/10.1080/07350015.2023.2271538
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JBES-P-2022-0187_Revision2_Unblinded_OnlineAppendix.pdf

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