The validity of bootstrap testing for threshold autoregression
Simone Giannerini, Greta Goracci, Anders Rahbek
| Year of publication: |
2024
|
|---|---|
| Authors: | Giannerini, Simone ; Goracci, Greta ; Rahbek, Anders |
| Subject: | Bootstrap test | Greenland ice sheet | Heteroskedasticity | Law of large numbers | Threshold autoregressive models | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Grönland | Greenland |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073962