Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions

DOI10.1080/02664763.2014.999652OpenAlexW2093474678MaRDI QIDQ5130252

Xiao Rong Yang

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.999652

zbMATH Keywords

bootstrapunit rootleast absolute deviationautoregressive processesdependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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