Large-sample inference in the general AR(1) model

Efstathios Paparoditis and Dimitris Politis ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, vol. 9, issue 2, 487-509

Keywords: Bootstrap; confidence intervals; hypothesis tests; resampling; stationarity; unit root; primary 62M20; secondary 62G05 (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1007/BF02595747

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