Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance |
scientific article |
Statements
Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (English)
0 references
15 July 2016
0 references
asymptotic distribution
0 references
unit root test
0 references
bootstrapping
0 references
normal law
0 references
0 references