On the power of bootstrap tests for stationarity: a Monte Carlo comparison
Year of publication: |
2014
|
---|---|
Authors: | Gulesserian, Sevan ; Kejriwal, Mohitosh |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 46.2014, 3, p. 973-998
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Power | Sieve bootstrap | Stationarity | Stationary bootstrap | Unit root |
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