Sieve bootstrap for fixed-b Phillips-Perron unit root test
Zhenxin Wang, Shaoping Wang, Yayi Yan
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Zhenxin ; Wang, Shaoping ; Yan, Yayi |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 6, p. 3181-3205
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| Subject: | Fixed-b asymptotics | Inflation rate | Phillips-perron unit-root test | Serial correlations | Sieve bootstrap | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Inflationsrate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10553-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144195