Test for non-stationary autoregressive processes with generalized bootstrap approximation.


Grant Data
Project Title
Test for non-stationary autoregressive processes with generalized bootstrap approximation.
Principal Investigator
Dr Li, Guodong   (Principal investigator)
Duration
42
Start Date
2010-07-30
Completion Date
2014-01-29
Amount
655700
Conference Title
Presentation Title
Keywords
Bootstrap approximation, Brownian motion, Least absolute deviation, Panel data, Unit root test
Discipline
Applied Mathematics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 703710P
Grant Type
General Research Fund (GRF)
Funding Year
2010/2011
Status
Completed