The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend

Autor:	Nankervis, John C., Savin, N. E.
Zdroj:	Journal of Business & Economic Statistics, 1996 Apr 01. 14(2), 161-168.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/1392427 Zobrazit plný text záznamu