Linearity testing for trending data with an application of the wild bootstrap
Year of publication: |
2014
|
---|---|
Authors: | Kruse, Robinson ; Sandberg, Rickard |
Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 57-89
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Robustes Verfahren | Robust statistics | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis |
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