Wild bootstrap tests for unit root in ESTAR models

DOI10.1007/s10260-014-0289-0zbMath1416.62510MaRDI QIDQ893021

Daiki Maki

Publication date: 13 November 2015

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-014-0289-0

zbMATH Keywords

unit root; wild bootstrap; ESTAR; heteroskedastic variance

Mathematics Subject Classification ID

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

62M07: Non-Markovian processes: hypothesis testing

Cites Work

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