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Testing unit root using Bootstrap method

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dc.contributor.author TUĞ, Emel
dc.date.accessioned 2015-11-20T12:41:57Z NULL
dc.date.available 2015-11-20T12:41:57Z NULL
dc.date.issued 2013
dc.identifier.uri http://hdl.handle.net/20.500.12397/7646 NULL
dc.description.abstract Bu çalışmanın amacı, bootstrap ve zaman serisi analizi hakkında genel bilgi vermek ve özellikle ekonomide ve diğer ilgili alanlarda fazla dikkat çeken birim kök testlerinde bootstrap yönteminin performansını değerlendirmektir. The aim of this study is to give general information about the bootstrap and the time series analysis,and to evaluate the performance of the bootstrap technique on unit root tests which have drawn much attention especially in economics and other related fields. The aim of this study is to give general information about the bootstrap and the time series analysis,and to evaluate the performance of the bootstrap technique on unit root tests which have drawn much attention especially in economics and other related fields. en_US
dc.language.iso en en_US
dc.publisher DEÜ Fen Bilimleri Enstitüsü en_US
dc.subject Bootstrap, asimptotik netlik, Edgeworth açılımı, Cornish-Fisher açılımı, sufficient bootstrap, zaman serisi, durağan olma, durağan olmama, birim kök süreci, artık, Dickey-Fuller testi, Phillips-Perron testi, Bootstrap, asymptotic refinement, Edgeworth expansion, Cornish-Fisher expansion, sufficient bootstrap, time series, stationarity, nonstationarity, unit root process, residual, Dickey-Fuller test, Phillips-Perron en_US
dc.title Testing unit root using Bootstrap method en_US
dc.title.alternative Bootstrap yöntemi ile birim kök testi en_US
dc.type Thesis en_US


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