Bootstrap unit root tests for time series with nonstationary volatility /
Shranjeno v:
| Glavni avtor: | Cavaliere, Giuseppe. |
|---|---|
| Drugi avtorji: | Taylor, A. M. Robert. |
| Format: | Bài viết |
| Jezik: | English |
| Teme: | |
| Oznake: |
Označite
Brez oznak, prvi označite!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|
Podobne knjige/članki
-
Testing for seasonal unit roots in periodic integrated autoregressive processes /
od: Castro, Tomas Del Barrio. -
Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /
od: Cavaliere, Giuseppe. -
Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /
od: Seo, Myung Hwan. -
Admissible and nonadmissible tests in unit-root-like situations /
od: Ploberger, Werner. -
Testing for unit roots in panels with a factor structure /
od: Breitung, Jorg.