Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises
Rongmao Zhang, Chor-yiu Sin, and Shiqing Ling
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Rongmao ; Sin, Chor-yiu ; Ling, Shiqing |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 44.2025, 6, p. 715-744
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| Subject: | Bootstrap (RBB) | GARCH process | heavy-tailed process | linear process | unit root | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2025.2454424 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015554858