A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility.

Helmut Herwartz Yabibal M. Walle

Published in: Comput. Stat. (2018)

Keyphrases

fault diagnosis
high level
causal reasoning
stock market
stock price
data sets
cross validation
closed form
model based diagnosis
fault detection
financial time series
diagnostic tests
multiple faults
trend detection