Bootstrap Unit Root Tests

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Publication:5473006


DOI10.1111/1468-0262.00471zbMath1154.62366MaRDI QIDQ5473006

Joon Y. Park

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/RePEc/es2000/1587.pdf


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

62E20: Asymptotic distribution theory in statistics

62G09: Nonparametric statistical resampling methods


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