A Sieve bootstrap for the test of a unit root

Journal of Time Series Analysis

Volumn 24, Issue 4, 2003, Pages 379-400

  Chang, Yoosoon ^a   Park, Joon Y ^b  

^a RICE UNIVERSITY   (United States)

^b Seoul National University   (South Korea)

Author keywords

ADF tests; Autoregressive approximation; Linear process; Sieve bootstrap; Unit roots

Indexed keywords

EID: 0141976696     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00312     Document Type: Article

References (25)

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