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

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