A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669)
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scientific article; zbMATH DE number 1857167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on bootstrapping unit root tests in the presence of a non-zero drift |
scientific article; zbMATH DE number 1857167 |
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A note on bootstrapping unit root tests in the presence of a non-zero drift (English)
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22 January 2003
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Bootstrap
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Monte Carlo
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Resampling schemes
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Unit roots
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0.8414927124977112
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0.8353973627090454
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