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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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent |
scientific article |
Statements
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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