Residual-based block bootstrap unit root testing in the presence of trend breaks
Year of publication: |
2005
|
---|---|
Authors: | Ioannidis, Evangelos E. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 3, p. 323-351
|
Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach |
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