Browsing by Subject "Integrated time series"
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Article
Unit root testing via the stationary bootstrap
(2006)A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
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Article
Unit root testing via the stationary bootstrapAAA
(2006)A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...