Seo, Myunghwan - Suntory and Toyota International Centres for Economics … - 2005
parameters. Second, the consistency of the proposed residual-based block bootstrap is established based on a newly developed …Unit Root Test in a Threshold Autoregression: Asymptotic Theory and
Residual-based Block Bootstrap
by
Myunghwan … in a Tar
3.Residual-based Block Bootstrap
4. Monte Carlo Simulation
5. An Empirical Illustration
6. Conclusion
A …
