Testing unit roots by bootstrap

zbMath1021.62067MaRDI QIDQ1395966

S. Rigatti Luchini, Isabella Procidano

Publication date: 12 October 2003

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

GARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.

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