Sökning: "asymptotic refinement"
Hittade 1 avhandling innehållade orden asymptotic refinement.
1. On Bootstrap Evaluation of Tests for Unit Root and Cointegration
Sammanfattning : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. LÄS MER
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