Keywords
Autoregressive modelBootstrapping (finance)Monte Carlo methodEconometricsBayesian vector autoregressionMarkov chain Monte CarloOrder (exchange)MathematicsStatisticsEconomicsBayesian probability
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Publication Info
- Year
- 1990
- Type
- article
- Volume
- 8
- Issue
- 2
- Pages
- 251-251
- Citations
- 32
- Access
- Closed
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Cite This
Robert K. Rayner
(1990).
Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation.
Journal of Business and Economic Statistics
, 8
(2)
, 251-251.
https://doi.org/10.2307/1391988
Identifiers
- DOI
- 10.2307/1391988