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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| Format: | Thesis |
| Language: | English |
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2016
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| Online Access: | http://eprints.usm.my/31738/1/SAM_CHUNG_YAN_24%28NN%29.pdf |