Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

DOI10.1111/1467-9892.00242zbMath0979.62068OpenAlexW2047331245MaRDI QIDQ2759339

Zacharias Psaradakis

Publication date: 12 December 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00242

zbMATH Keywords

asymptotically valid testsautoregressive approximationssieve bootstrap procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07)

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