Bootstrapping the HEGY seasonal unit root tests
Peter Burridge; A. M. Robert Taylor
| Year of publication: |
2004
|
|---|---|
| Authors: | Burridge, Peter ; Taylor, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 123.2004, 1, p. 67-87
|
| Subject: | Einheitswurzeltest | Unit root test | Saisonkomponente | Seasonal component | Bootstrap-Verfahren | Bootstrap approach |
| 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/10002223722