On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Sevan G. Gulesserian; Mohitosh Kejriwal
| Year of publication: |
2014
|
|---|---|
| Authors: | Gulesserian, Sevan G. ; Kejriwal, Mohitosh |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 46.2014, 3, p. 973-998
|
| Subject: | Power | Sieve bootstrap | Stationarity | Stationary bootstrap | Unit root | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010344368