Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual‐based block bootstrap unit root testing in the presence of trend breaks |
scientific article |
Statements
Residual‐based block bootstrap unit root testing in the presence of trend breaks (English)
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24 January 2006
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unit root test
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integrated time series
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block bootstrap
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trend break
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augmented Dickey-Fuller
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autoregressive process
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tables
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