Bootstrap unit root tests

Econometrica

Volumn 71, Issue 6, 2003, Pages 1845-1895

  Park, Joon Y ^a,b  

^a RICE UNIVERSITY   (United States)

^b Seoul National University   (South Korea)

Author keywords

Asymptotic expansion; Bootstrap; Unit root test

Indexed keywords

BROWNIAN MOVEMENT; COMPUTER SIMULATION; ERROR ANALYSIS; MATHEMATICAL MODELS; PROBABILITY; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

ASYMPTOTIC EXPANSION; UNIT ROOT TESTS;

INDUSTRIAL ECONOMICS;

EID: 0242583204     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00471     Document Type: Article

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