Now showing items 1-2 of 2

    • Bootstrap unit root tests : a Monte Carlo investigation 

      Van Heerden, C.J.L. (North-West University, 2018)
      In this study we investigate the finite-sample performance of some of the existing bootstrap unit root tests in terms of size and power by means of an extensive Monte Carlo study. Comparing the performance of these bootstrap ...
    • Diligence in determining the appropriate form of stationarity 

      Heymans, André; Van Heerden, Chris; Van Greunen, Jan; Van Vuuren, Gary (AOSIS, 2014)
      Orientation: One of the most vexing problems of modelling time series data is determining the appropriate form of stationarity, as it can have a significant influence on the model’s explanatory properties, which makes ...