Bootstrap yöntemi ile birim kök testi
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Abstract (EN)
The aim of this study is to give general information about the bootstrap and the time series analysis,and to evaluate the performance of the bootstrap technique on unit root tests which have drawn much attention especially in economics and other related fields. Keywords: Bootstrap, asymptotic refinement, Edgeworth expansion, Cornish-Fisher expansion, sufficient bootstrap, time series, stationarity, nonstationarity, unit root process, residual, Dickey-Fuller test, Phillips-Perron test.
Author
Emel Tuğ
Institution
How to Cite
Emel Tuğ (Master Thesis). Bootstrap yöntemi ile birim kök testi, 2013, Dokuz Eylül University, İstatistik Bölümü.
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