Bootstrapping The Autoregressivedistributed Lag Test For Cointegration

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Bootstrapping The Autoregressivedistributed Lag Test For Cointegration

The objective of this thesis is to examine the performances of a cointegration test: Autoregressive Distributed Lag (ARDL) bounds test approach developed by Pesaran et al. (2001). This approach gained popularity and is widely used for over two decades due to its advantages of super consistent estima...

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Bibliographic Details
Main Author:	Sam, Chung Yan
Format:	Thesis
Language:	English
Published:	2016
Subjects:	H61-97 Policy sciences
Online Access:	http://eprints.usm.my/31738/ http://eprints.usm.my/31738/1/SAM_CHUNG_YAN_24%28NN%29.pdf

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