A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS†

Tsai, Chih-Ling, Leng, Chenlei, Li, Guodong . Journal of Time Series Analysis 2014. 35 (4) :299-321

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Bibtex

@article{CIS-449674,
  Author = {Tsai, Chih-Ling and Leng, Chenlei and Li, Guodong},
  Title = {A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS†},
  Journal = {Journal of Time Series Analysis},
  Volume = {35},
  Number = {4},
  Year = {2014},
  Pages = {299--321},
  Keywords = {}
}

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