Search for dissertations about: "asymptotic refinement"
Found 1 swedish dissertation containing the words asymptotic refinement.
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1. On Bootstrap Evaluation of Tests for Unit Root and Cointegration
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
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