Residual-based block bootstrap for unit root testing
by Efstathios Paparoditis and Dimitris N. Politis
| Year of publication: |
2003
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|---|---|
| Authors: | Paparoditis, Efstathios ; Politis, Dimitris N. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 3, p. 813-855
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| 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/10001769225