Inference for Autocorrelations in the Possible Presence of a Unit Root

DOI10.1046/J.0143-9782.2003.00348.XzbMath1051.62085OpenAlexW3125087855MaRDI QIDQ4828180

Michael Wolf, Dimitris N. Politis, Joseph P. Romano

Publication date: 24 November 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1046/j.0143-9782.2003.00348.x

zbMATH Keywords

autocorrelationsunit rootsconfidence bandsubsamplingintegrated series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

• Unnamed Item
• Understanding spurious regressions in econometrics
• Time series: theory and methods.
• Biometrika Centenary: Nonparametrics

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