Modified fast double sieve bootstraps for ADF tests

Computational Statistics and Data Analysis

Volumn 53, Issue 12, 2009, Pages 4490-4499

  Richard, Patrick ^a  

^a UNIVERSITÉ DE SHERBROOKE   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

DOUBLE BOOTSTRAPS; EXTENSIVE SIMULATIONS; FINITE SAMPLE PERFORMANCE; REJECTION PROBABILITY; SIEVE BOOTSTRAP; SIMPLE MODIFICATIONS; TESTING PROCEDURE; THEORETICAL BASIS; THEORETICAL RESULT; UNIT ROOT;

SAMPLING; SIEVES;

TESTING;

EID: 69449097338     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.07.008     Document Type: Article

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