Bootstrap M Unit Root Tests
Year of publication: |
2009
|
---|---|
Authors: | Cavaliere, Giuseppe ; Taylor, A. M. Robert |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 5, p. 393-421
|
Publisher: |
Taylor & Francis Journals |
Subject: | Conditional heteroskedasticity | Re-colouring | Unit root tests | Wild bootstrap |
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