On Bootstrap Evaluation of Tests for Unit Root and Cointegration
作者： Jianxin Wei
DOI:
关键词: Unit root test 、 Statistics 、 Cointegration 、 Unit root 、 Econometrics 、 Mathematics
摘要: This thesis is comprised of five papers that all relate to bootstrap methodology in analysis non-stationary time series.The first paper starts with the fact Dickey-Fuller unit root test ...
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