Bootstrapping autoregressive processes with possible unit roots
by Atsushi Inoue and Lutz Kilian
| Year of publication: |
2002
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|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 1, p. 377-391
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| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001648114