Bootstrapping unit root tests with covariates

DOI10.1080/07474938.2015.1114279OpenAlexW2314701005MaRDI QIDQ5864458

Yoosoon Chang, Robin C. Sickles, Wonho Song

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.419.8571

zbMATH Keywords

covariatesunit root testsbootstrap consistency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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