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The Limit Distribution of the Bootstrap for the Unit Root Test Statistic when the Residuals are Dependent

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  • Li-Xin Zhang
  • Xiao-Rong Yang

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  • Li-Xin Zhang & Xiao-Rong Yang, 2007. "The Limit Distribution of the Bootstrap for the Unit Root Test Statistic when the Residuals are Dependent," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(2), pages 195-206, February.
    • Handle: RePEc:spr:metrik:v:65:y:2007:i:2:p:195-206
    DOI: 10.1007/s00184-006-0070-y
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    References listed on IDEAS

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    1. Chan, Ngai Hang & Tran, Lanh Tat, 1989. "On the First-Order Autoregressive Process with Infinite Variance," Econometric Theory, Cambridge University Press, vol. 5(3), pages 354-362, December.
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    Cited by:

    1. Xiao-Rong Yang, 2013. "Estimation of the mean for critical branching process and its bootstrap approximation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 831-846, August.

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