Bootstrapping Unit Root Tests for MA(1) Processes
碩士 === 國立清華大學 === 統計學研究所 === 95 === Four new bootstrap tests for testing unit root in the moving average model of order one (MA(1)) are proposed in this thesis. The four bootstrap tests are the test without restriction under Gaussian (i.e., the test which is based on the least square estimator and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74778489028790775158 |