A unified unit root test regardless of intercept
Year of publication: |
2023
|
---|---|
Authors: | Yang, Bingduo ; Liu, Xiaohui ; Long, Wei ; Peng, Liang |
Subject: | Autoregressive model | heteroscedasticity | interval estimation | random weighted bootstrap | unit root test | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
-
Guo, Binbin, (2003)
-
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter, (2018)
-
White noise testing and model diagnostic checking for functional time series
Zhang, Xianyang, (2016)
- More ...
-
A Unified Predictability Test Using Weighted Inference And Random Weighted Bootstrap
Yang, Bingduo, (2022)
-
A Unified Unit Root Test Regardless of Intercept
Yang, Bingduo, (2022)
-
Unified tests for a dynamic predictive regression
Yang, Bingduo, (2018)
- More ...