Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555)
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scientific article; zbMATH DE number 2235640
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| English | Inconsistency of bootstrap for nonstationary, vector autoregressive processes |
scientific article; zbMATH DE number 2235640 |
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Inconsistency of bootstrap for nonstationary, vector autoregressive processes (English)
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5 December 2005
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bootstrap
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nonstationary vector autoregression
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causality test
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0.90138555
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0.8982384
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0.8948455
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0.8929578
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0.8897582
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0.8853207
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