Unit root testing on buffered autoregressive model

Keyphrases

• Autoregressive Model 100%
• Unit Root Test 100%
• Unit Root 66%
• Wild Bootstrap 66%
• Copyright 33%
• Buffering Effect 33%
• Statistical Inference 33%
• Regime Change 33%
• Bootstrap Method 33%
• Example-based 33%
• Academia Sinica 33%
• Statistical Science 33%
• Buffer Zone 33%
• Autoregression 33%
• Threshold Autoregression 33%
• Bootstrap Test 33%
• Heteroscedasticity 33%
• Non-stationary Regime 33%
• LR Test 33%
• Macroeconomic Data 33%
• Proposed Unit 33%
• US Unemployment Rate 33%
• Augmented Dickey-Fuller Test 33%
• Real Exchange Rate 33%

Economics, Econometrics and Finance

• Unit Root 100%
• Autoregression 40%
• Macroeconomic Data 20%
• Purchasing Power Parity 20%
• United States of America 20%
• Unemployment 20%
• Dickey-Fuller Test 20%