Bootstrap unit-root tests: Comparison and extensions

Journal of Time Series Analysis

Volumn 29, Issue 2, 2008, Pages 371-401

  Palm, Franz C ^a   Smeekes, Stephan ^a   Urbain, Jean Pierre ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Bootstrap unit root tests; Monte Carlo; Response surface

Indexed keywords

EID: 39749111807     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2007.00565.x     Document Type: Article

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