The level and power of the bootstrap t test in the AR(1) model with trend

Journal of Business and Economic Statistics

Volumn 14, Issue 2, 1996, Pages 161-168

  Nankervis, John C ^a   Sawn, N E ^b  

^a UNIVERSITY OF SURREY   (United Kingdom)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Autoregressive parameter; Bootstrap tests; Empirical rejection probabilities; Finite sample; Nonparametric bootstrap

Indexed keywords

EID: 0030525412     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524642     Document Type: Article

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