Bootstrapping unit root tests with covariates
Year of publication: |
2017
|
---|---|
Authors: | Chang, Yoosoon ; Sickles, Robin C. ; Song, Wonho |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 136-155
|
Subject: | Bootstrap consistency | covariates | unit root tests | Theorie | Theory | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | Korrelation | Correlation |
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