Matches in SemOpenAlex for { <https://semopenalex.org/work/W2247669631> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W2247669631 abstract "We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends. A general methodology is developed to approximate asymptotic distributions for the models driven by integrated time series, and used to obtain asymptotic expansions for the Dickey-Fuller unit root tests. The second-order terms in their expansions are of stochastic orders Op(n-1/4) and Op(n-1/2), and involve functionals of Brownian motions and normal random variates. The asymptotic expansions for the bootstrap tests are also derived and compared with those of the Dickey-Fuller tests. We show in particular that the bootstrap offers asymptotic refinements for the Dickey-Fuller tests, i.e., it corrects their second-order errors. More precisely, it is shown that the critical values obtained by the bootstrap resampling are correct up to the second-order terms, and the errors in rejection probabilities are of order o(n-1/2) if the tests are based upon the bootstrap critical values. Through simulations, we investigate how effective is the bootstrap correction in small samples." @default.
- W2247669631 created "2016-06-24" @default.
- W2247669631 creator A5041897461 @default.
- W2247669631 date "2002-10-01" @default.
- W2247669631 modified "2023-09-22" @default.
- W2247669631 title "Bootstrap Unit Root Tests" @default.
- W2247669631 hasPublicationYear "2002" @default.
- W2247669631 type Work @default.
- W2247669631 sameAs 2247669631 @default.
- W2247669631 citedByCount "0" @default.
- W2247669631 crossrefType "posted-content" @default.
- W2247669631 hasAuthorship W2247669631A5041897461 @default.
- W2247669631 hasConcept C105795698 @default.
- W2247669631 hasConcept C119047807 @default.
- W2247669631 hasConcept C143724316 @default.
- W2247669631 hasConcept C144341231 @default.
- W2247669631 hasConcept C145162277 @default.
- W2247669631 hasConcept C150921843 @default.
- W2247669631 hasConcept C151730666 @default.
- W2247669631 hasConcept C159877910 @default.
- W2247669631 hasConcept C195561663 @default.
- W2247669631 hasConcept C28826006 @default.
- W2247669631 hasConcept C33923547 @default.
- W2247669631 hasConcept C86803240 @default.
- W2247669631 hasConceptScore W2247669631C105795698 @default.
- W2247669631 hasConceptScore W2247669631C119047807 @default.
- W2247669631 hasConceptScore W2247669631C143724316 @default.
- W2247669631 hasConceptScore W2247669631C144341231 @default.
- W2247669631 hasConceptScore W2247669631C145162277 @default.
- W2247669631 hasConceptScore W2247669631C150921843 @default.
- W2247669631 hasConceptScore W2247669631C151730666 @default.
- W2247669631 hasConceptScore W2247669631C159877910 @default.
- W2247669631 hasConceptScore W2247669631C195561663 @default.
- W2247669631 hasConceptScore W2247669631C28826006 @default.
- W2247669631 hasConceptScore W2247669631C33923547 @default.
- W2247669631 hasConceptScore W2247669631C86803240 @default.
- W2247669631 hasLocation W22476696311 @default.
- W2247669631 hasOpenAccess W2247669631 @default.
- W2247669631 hasPrimaryLocation W22476696311 @default.
- W2247669631 hasRelatedWork W144447147 @default.
- W2247669631 hasRelatedWork W1479894793 @default.
- W2247669631 hasRelatedWork W1494873369 @default.
- W2247669631 hasRelatedWork W1563225763 @default.
- W2247669631 hasRelatedWork W1979325061 @default.
- W2247669631 hasRelatedWork W2019881929 @default.
- W2247669631 hasRelatedWork W2037868258 @default.
- W2247669631 hasRelatedWork W2089616760 @default.
- W2247669631 hasRelatedWork W2247872566 @default.
- W2247669631 hasRelatedWork W2291911174 @default.
- W2247669631 hasRelatedWork W2403747119 @default.
- W2247669631 hasRelatedWork W2463214582 @default.
- W2247669631 hasRelatedWork W2801961925 @default.
- W2247669631 hasRelatedWork W2886644436 @default.
- W2247669631 hasRelatedWork W3122274335 @default.
- W2247669631 hasRelatedWork W3123053872 @default.
- W2247669631 hasRelatedWork W3124805208 @default.
- W2247669631 hasRelatedWork W3126031035 @default.
- W2247669631 hasRelatedWork W3141854247 @default.
- W2247669631 hasRelatedWork W2011278953 @default.
- W2247669631 isParatext "false" @default.
- W2247669631 isRetracted "false" @default.
- W2247669631 magId "2247669631" @default.
- W2247669631 workType "article" @default.