Bootstrap Unit Root Tests

DOI10.1111/1468-0262.00471zbMath1154.62366OpenAlexW2132476080MaRDI QIDQ5473006

Joon Y. Park

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/RePEc/es2000/1587.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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