Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960)
From MaRDI portal
scientific article; zbMATH DE number 6154799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC |
scientific article; zbMATH DE number 6154799 |
Statements
Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (English)
0 references
17 April 2013
0 references
model selection
0 references
time series
0 references
bootstrap
0 references
0 references
0 references
