Stationary bootstrapping for semiparametric panel unit root tests.

Eunju Hwang Dong Wan Shin

Published in: Comput. Stat. Data Anal. (2015)

Keyphrases

semi parametric
density estimation
statistical inference
regression model
least squares
constrained optimization
linear model
regression problems
information extraction
machine learning
particle filter
model selection
mixture model
probability density function
camera response function