Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots

Keyphrases

• Bootstrap Method 100%
• Autoregressive Time Series Model 100%
• Unit Root 100%
• Least Absolute Deviation Estimation 100%
• Vector Autoregressive Time Series 100%
• Copyright 50%
• Bootstrap 50%
• Inference Methods 50%
• Monte Carlo Experiment 50%
• Asymptotic Distribution 50%
• Complicated Forms 50%
• Finite Sample 50%
• Wild Bootstrap 50%
• Panel Unit Root Test 50%
• Novel Hybrids 50%
• Hybrid Bootstrap 50%
• Asymptotic Validity 50%

Mathematics

• Bootstrapping 100%
• Time Series Model 100%
• Least Absolute Deviation 100%
• Statistics 50%
• Asymptotics 50%
• Monte Carlo 50%
• Bootstrap Method 50%
• Apply It 50%
• Inference Procedure 50%
• Asymptotic Distribution 50%
• Unit Root Test 50%
• Absolute Deviation Estimator 50%