Title of article
Inconsistency of bootstrap for nonstationary, vector autoregressive processes
Author/Authors
In Choi، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2005
Pages
10
From page
39
To page
48
Keywords
Bootstrap , Nonstationary vector autoregression , Causality test
Journal title
Statistics and Probability Letters
Serial Year
2005
Journal title
Statistics and Probability Letters
Record number
140581
Link To Document