A note on bootstrapping unit root tests in the presence of a non-zero drift
Noud P. A. van Giersbergen
| Year of publication: |
2003
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|---|---|
| Authors: | Giersbergen, Noud P. A. van |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 78.2003, 2, p. 259-265
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| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Resampling | Resampling method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001728258