Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek
| Year of publication: |
2020
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| Authors: | Cavaliere, Giuseppe ; Bohn Nielsen, Heino ; Rahbek, Anders |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 1, p. 55-67
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| Subject: | Bootstrap | Bubble dynamics | Heavy tails | Noncausal autoregressions. | Bootstrap-Verfahren | Bootstrap approach | Spekulationsblase | Bubbles | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2018.1448830 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012179509