Bootstrapping unit root tests for integrated processes
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Publication:4431630
DOI10.1111/1467-9892.00295zbMath1023.62090MaRDI QIDQ4431630
Publication date: 22 October 2003
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00295
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G09: Nonparametric statistical resampling methods
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