Pitfalls in bootstrapping spurious regression
Year of publication: |
2021
|
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Authors: | Phillips, Peter C. B. |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 163-217
|
Subject: | Asymptotic theory | Bootstrap | Brownian motion | Cointegration | LK representation | Nonstationarity | Residual diagnostics | Unit root | Stochastischer Prozess | Stochastic process | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis |
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