Testing unit root using Bootstrap method

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.