Il test bootstrap esterno per la ricerca di radici unitarie in presenza di outliers
The Dickey-Fuller test is a usefull statistical tool to detect unit roots in time series. This paper compare the robustness of the Dickey-Fuller test and its bootstrap extention from two different point of view. On one hand we study the conseguences of the violations of the residuals omoschedasticit...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/370 |