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~subject:"Threshold autoregression"
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Search: subject:"residual-based block bootstrap"
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Threshold autoregression
residual-based block bootstrap
3
threshold cointegration
3
unit root test
3
threshold autoregression
1
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Free
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English
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Seo, Myung Hwan
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Seo, Myunghwan
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London School of Economics (LSE)
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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LSE Research Online Documents on Economics
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STICERD - Econometrics Paper Series
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Unit root test in a threshold autoregression: asymptotic theory and
residual-based
block
bootstrap
Seo, Myung Hwan
-
London School of Economics (LSE)
-
2005
parameters. Second, the consistency of the proposed
residual-based
block
bootstrap
is established based on a newly developed …
Persistent link: https://www.econbiz.de/10010928673
Saved in:
2
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and
Residual-based
Block
Bootstrap
Seo, Myunghwan
-
Suntory and Toyota International Centres for Economics …
-
2005
parameters. Second, the consistency of the proposed
residual-based
block
bootstrap
is established based on a newly developed …
Persistent link: https://www.econbiz.de/10005797526
Saved in:
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