Bootstrapping unit root tests for integrated processes

Journal of Time Series Analysis

Volumn 24, Issue 1, 2003, Pages 99-126

  Swensen, Anders Rygh ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Recursive bootstrap; Stationary bootstrap; Unit root

Indexed keywords

EID: 0141907791     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00295     Document Type: Article

References (25)

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