Unit root bootstrap tests for AR (1) models (Q4364949): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/biomet/83.4.849 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2035707893 / rank | |||
Normal rank | |||
Revision as of 01:23, 20 March 2024
scientific article; zbMATH DE number 1088793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root bootstrap tests for AR (1) models |
scientific article; zbMATH DE number 1088793 |
Statements
Unit root bootstrap tests for AR (1) models (English)
0 references
18 November 1997
0 references
autoregressive process
0 references
bootstrapping least squares estimator
0 references
unit roots
0 references
