Tapered block bootstrap for unit root testing
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Publication:1695661
DOI10.1515/jtse-2013-0033zbMath1499.62290OpenAlexW1182930920MaRDI QIDQ1695661
Cameron C. Parker, Efstathios Paparoditis, Dimitris N. Politis
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2013-0033
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: hypothesis testing (62M07)
Related Items (2)
Penalized power approach to compare the power of the tests when Type I error probabilities are different ⋮ Linear process bootstrap unit root test
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