Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10003359625
Persistent link: https://www.econbiz.de/10002028633
Persistent link: https://www.econbiz.de/10001512323
Persistent link: https://www.econbiz.de/10001462916
Persistent link: https://www.econbiz.de/10011795024
Persistent link: https://www.econbiz.de/10003359614
Persistent link: https://www.econbiz.de/10001661308
In this paper, we consider a sieve bootstrap for the test of a unit root in models driven by general linear processes. The given model is first approximated by a finite autoregressive integrated process of order increasing with the sample size, and then the method of bootstrap is applied for the...
Persistent link: https://www.econbiz.de/10014076945
Persistent link: https://www.econbiz.de/10001841366
Persistent link: https://www.econbiz.de/10013441715