On bootstrap implementation of likelihood ratio test for a unit root
Year of publication: |
2018
|
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Authors: | Skrobotov, Anton |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 154-158
|
Subject: | Bootstrap | Likelihood ratio test | Unit root test | Einheitswurzeltest | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
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