Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960): Difference between revisions

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Latest revision as of 08:34, 6 July 2024

scientific article; zbMATH DE number 6154799
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English
Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC
scientific article; zbMATH DE number 6154799

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    Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (English)
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    17 April 2013
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    model selection
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    time series
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    bootstrap
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