On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations
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Publication:6171302
DOI10.1080/03610918.2020.1855446OpenAlexW3134138571MaRDI QIDQ6171302
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Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1855446
Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40)
Cites Work
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