Bootstrapping unit root tests for autoregressive time series

Journal of the American Statistical Association

Volumn 100, Issue 470, 2005, Pages 545-553

  Paparoditis, Efstathios ^a   Politis, Dimitris N ^b  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Autoregression; Hypothesis testing; Integrated series; Resampling; Residuals

Indexed keywords

EID: 20444499052     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001998     Document Type: Article

References (23)

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