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Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap
Örebro University, Örebro University School of Business.
2013 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2013. , p. 26
Keywords [en]
Bootstrap, critical values, Dickey-Fuller, heteroskedasticity, unit root tests, wild bootstrap.
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-29781OAI: oai:DiVA.org:oru-29781DiVA, id: diva2:632979
Subject / course
Statistik
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Examiners
Available from: 2013-10-11 Created: 2013-06-26 Last updated: 2017-10-17Bibliographically approved

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Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap(430 kB)637 downloads
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File name FULLTEXT02.pdfFile size 430 kBChecksum SHA-512
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Probability Theory and Statistics

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
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