Tapered block bootstrap for unit root testing
Year of publication: |
2015
|
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Authors: | Parker, Cameron ; Paparoditis, Efstathios ; Politis, Dimitris N. |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 7.2015, 1, p. 37-67
|
Subject: | integrated time series | tapered block bootstrap | unit root testing | resampling | Bootstrap-Verfahren | Bootstrap approach | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/jtse-2013-0033 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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