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Bootstrap<i>M</i>Unit Root Tests - MaRDI portal

Bootstrap<i>M</i>Unit Root Tests (Q3394104)

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Bootstrap<i>M</i>Unit Root Tests
scientific article

    Statements

    title
    Bootstrap<i>M</i>Unit Root Tests (English)
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    author
    Giuseppe Cavaliere
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    A. M. Robert Taylor
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    publication date
    28 August 2009
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    zbMATH Keywords
    conditional heteroskedasticity
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    re-colouring
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    unit root tests
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    wild bootstrap
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    tables
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F40
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    62E20
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    65C60
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    zbMATH DE Number
    5599605
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    OpenAlex ID
    W2082390127
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