Detrending bootstrap unit root tests
Stephan Smeekes
| Year of publication: |
2013
|
|---|---|
| Authors: | Smeekes, Stephan |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 8, p. 869-891
|
| Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
| 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/10009758613