Bootstrap union tests for unit roots in the presence of nonstationary volatility
Stephan Smeekes; A. M. Robert Taylor
| Year of publication: |
2012
|
|---|---|
| Authors: | Smeekes, Stephan ; Taylor, Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 2, p. 422-456
|
| Subject: | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Einheitswurzeltest | Unit root test | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520935