Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
by Myunghwan Seo
| Year of publication: |
Jan. 2005
|
|---|---|
| Other Persons: | Seo, Myung Hwan (contributor) |
| Institutions: | London School of Economics and Political Science (contributor) ; Suntory-Toyota International Centre for Economics and Related Disciplines (contributor) |
| Publisher: |
London : LSE, STICERD |
| Subject: | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | Theorie | Theory |
| Extent: | Online-Ressource, 27, [1] p., text |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002814643