Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Year of publication: |
2008
|
---|---|
Authors: | Seo, Myung Hwan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 6, p. 1699-1716
|
Subject: | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach |
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