Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (Q2759339): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:21, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors |
scientific article |
Statements
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (English)
0 references
12 December 2001
0 references
autoregressive approximations
0 references
sieve bootstrap procedure
0 references
asymptotically valid tests
0 references