On bootstrapping regressions with unit root processes

DOI10.1016/S0167-7152(00)00005-5zbMath0960.62097MaRDI QIDQ1573123

Zhijie Xiao, Hongyi Li

Publication date: 20 May 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

bootstrapcointegrationunit root process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Cites Work

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• The bootstrap and Edgeworth expansion

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