Sökning: "asymptotic refinement"

Hittade 1 avhandling innehållade orden asymptotic refinement.

1. 1. On Bootstrap Evaluation of Tests for Unit Root and Cointegration

   Författare :Jianxin Wei; Rolf Larsson; Thomas Holgersson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-stationary time series; unit root test; bootstrap; asymptotic refinement; cointegration; panel unit root test; cross-sectional dependence;

   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