Unit root testing via the stationary bootstrap (Q275254)

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scientific article; zbMATH DE number 6573250
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Unit root testing via the stationary bootstrap
scientific article; zbMATH DE number 6573250

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    Unit root testing via the stationary bootstrap (English)
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    25 April 2016
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    autocorrelation
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    integrated time series
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    resampling
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    stationary bootstrap
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    unit root testing
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