Unit root bootstrap tests for AR (1) models

Biometrika

Volumn 83, Issue 4, 1996, Pages 849-860

  Ferretti, Nelida ^a   Romo, Juan ^b  

^a UNIVERSIDAD NACIONAL DE LA PLATA   (Argentina)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Autoregressive process; Bootstrapping least squares estimator; Unit root

Indexed keywords

EID: 0000362696     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/83.4.849     Document Type: Article

References (20)

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