Bootstrapping unit root tests for integrated processes (Q4431630): Difference between revisions

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Revision as of 16:49, 5 March 2024

scientific article; zbMATH DE number 1995764
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English
Bootstrapping unit root tests for integrated processes
scientific article; zbMATH DE number 1995764

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    Bootstrapping unit root tests for integrated processes (English)
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    22 October 2003
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    recursive bootstrap
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    stationary bootstrap
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    asymptotic distribution
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