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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap

Myunghwan Seo

Publication Data

Title Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Author Myunghwan Seo
Contributor Suntory Centre
Publisher LSE Suntory Centre
Publication date 2005
Publication location London
Language English

Descriptive Notes

Title from PDF title screen (viewed on 15 February, 2006).

Topics

Autoregression (Statistics)
Bootstrap (Statistics)

Catalogue Data

OBNB ID GBA623812
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.5

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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap by Myunghwan Seo. Published by LSE Suntory Centre in 2005. Publication and catalogue information, links to buy online and reader comments.