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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. , 26 p.
Keyword [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: diva2:632979
Subject / course
Statistik
Supervisors
Examiners
Available from: 2013-10-11 Created: 2013-06-26 Last updated: 2017-10-17Bibliographically approved

Open Access in DiVA

Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap(430 kB)482 downloads
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File name FULLTEXT02.pdfFile size 430 kBChecksum SHA-512
1d2519094f6288076ed37681f41e6cd1e89445ad3dad787c69c5fabf1ac6bfad109260a4235a295e259de8fddd2d287f77329e62148786a9222b1e1dc14492bf
Type fulltextMimetype application/pdf

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Örebro University School of Business
Probability Theory and Statistics

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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Language
  • de-DE
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  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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Output format
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