The Limit Distribution of the Bootstrap for the Unit Root Test Statistic when the Residuals are Dependent
| Year of publication: |
2007
|
|---|---|
| Authors: | Zhang, Li-Xin ; Yang, Xiao-Rong |
| Published in: |
Metrika. - Springer. - Vol. 65.2007, 2, p. 195-206
|
| Publisher: |
Springer |
| Subject: | Asymptotic normality | Dependent random variables | Unit root | Bootstrap |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598644