Browsing Research Report by Subject "Bootstrap"

Now showing items 1-2 of 2

    • Testing for cointegrating relations - A bootstrap approach 

      Mantalos, Panagiotis; Shukur, Ghazi (University of Gothenburg, 1999-05-01)
      Using Monte Carlo methods together with the Bootstrap critical values, we have studied the properties of two tests (Trace and L-max), derived by Johansen (1988) for testing for cointegration in V AR systems. Regarding the ...

    • The causal nexus of government spending and revenue in Finland: A bootstrap approach 

      Hatemi-J, Abdulnasser; Shukur, Ghazi (University of Gothenburg, 1998-10-01)
      Applying VAR(5), a bootstrap simulation approach and a multivariate Rao's F-test indicate that government revenue Granger causes spending in Finland. This does not agree with Barro's tax smoothing hypothesis. The explanation ...