The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513)
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scientific article; zbMATH DE number 5133149
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| English | The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent |
scientific article; zbMATH DE number 5133149 |
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The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (English)
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12 March 2007
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Asymptotic normality
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Dependent random variables
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Unit roost
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Bootstrap
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0.91851974
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0.91403216
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0.91163033
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0.9072674
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0.90723515
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0.89905417
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