Pitfalls in bootstrapping spurious regression
Peter C.B. Phillips
| Year of publication: |
2021
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 163-217
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| Subject: | Asymptotic theory | Bootstrap | Brownian motion | Cointegration | LK representation | Nonstationarity | Residual diagnostics | Unit root | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Kointegration | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-021-00268-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441715