Search for dissertations about: "Jianxin Wei"

Found 1 swedish dissertation containing the words Jianxin Wei.

2. 1. On Bootstrap Evaluation of Tests for Unit Root and Cointegration

   Author : Jianxin Wei; Rolf Larsson; Thomas Holgersson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-stationary time series; unit root test; bootstrap; asymptotic refinement; cointegration; panel unit root test; cross-sectional dependence;

   Abstract : This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-stationary time series.The first paper starts with the fact that the Dickey-Fuller unit root test using asymptotic critical value has bad small sample performance. READ MORE