Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
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Publication:2759339
DOI10.1111/1467-9892.00242zbMath0979.62068OpenAlexW2047331245MaRDI QIDQ2759339
Publication date: 12 December 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00242
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07)
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