Bootstrap tests for unit roots based on LAD estimation
type: Item
instance of: scholarly article
title: Bootstrap tests for unit roots based on LAD estimation
zbMATH Open document ID: 0942.62107
DOI: 10.1016/S0378-3758(99)00101-9
author: Marta Moreno
author: Juan Romo
published in: Journal of Statistical Planning and Inference
publication date: 2000-06-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1423780
zbMATH Keywords: bootstrap
zbMATH Keywords: unit roots
zbMATH Keywords: autoregressive models
zbMATH Keywords: least absolute deviation
describes a project that uses: bootstrap
MaRDI profile type: MaRDI publication profile
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cites work: Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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description: scientific article; zbMATH DE number 1423780