Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5001113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Residual‐based block bootstrap unit root testing in the presence of trend breaks |
scientific article; zbMATH DE number 5001113 |
Statements
Residual‐based block bootstrap unit root testing in the presence of trend breaks (English)
0 references
24 January 2006
0 references
unit root test
0 references
integrated time series
0 references
block bootstrap
0 references
trend break
0 references
augmented Dickey-Fuller
0 references
autoregressive process
0 references
tables
0 references
0.8669697642326355
0 references
0.8214046359062195
0 references
0.813738226890564
0 references
0.8124884366989136
0 references
0.8076008558273315
0 references
