The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513): Difference between revisions

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Property / DOI: 10.1007/s00184-006-0070-y / rank
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Property / author: Zhang, Lixin / rank
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Property / author: Xiao Rong Yang / rank
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Property / author: Zhang, Lixin / rank
 
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Property / author: Xiao Rong Yang / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s00184-006-0070-y / rank
 
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Property / OpenAlex ID: W2054012844 / rank
 
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Property / cites work
 
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Latest revision as of 06:17, 10 December 2024

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The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent
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    The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (English)
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    12 March 2007
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    Asymptotic normality
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    Dependent random variables
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    Unit roost
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    Bootstrap
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