Title of article :
Inconsistency of bootstrap for nonstationary, vector autoregressive processes
Author/Authors :
In Choi، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2005
Keywords :
Bootstrap , Nonstationary vector autoregression , Causality test
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters