Bootstrap-assisted unit root testing with piecewise locally stationary errors
Year of publication: |
2019
|
---|---|
Authors: | Rho, Yeonwoo ; Shao, Xiaofeng |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 1, p. 142-166
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
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