Unit root testing via the stationary bootstrap
Year of publication: |
2006
|
---|---|
Authors: | Parker, Cameron ; Paparoditis, Efstathios ; Politis, Dimitris N. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 2, p. 601-638
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Resampling | Resampling method | Bootstrap-Verfahren | Bootstrap approach |
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