A unified unit root test regardless of intercept
Bingduo Yang, Xiaohui Liu, Wei Long, and Liang Peng
| Year of publication: |
2023
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|---|---|
| Authors: | Yang, Bingduo ; Liu, Xiaohui ; Long, Wei ; Peng, Liang |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 6, p. 540-555
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| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2217077 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305575