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 |
-
On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G., (2014)
-
ARMA Sieve bootstrap unit root tests
Richard, Patrick, (2007)
-
Heads and tails of earnings management: Quantitative analysis in emerging countries
Durana, Pavol, (2020)
- More ...
-
Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle
Kejriwal, Mohitosh, (2008)
-
Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle
Kejriwal, Mohitosh, (2008)
-
Tests for a mean shift with good size and monotonic power
Kejriwal, Mohitosh, (2009)
- More ...