On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934): Difference between revisions

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+Bootstrapping unstable first-order autoregressive processes
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+Sieve bootstrap for time series
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+Unit root bootstrap tests for AR (1) models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional integration and the augmented Dickey--Fuller test
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+On the power of unit root tests against fractional alternatives
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+Fractional differencing
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+Bootstrap procedures under some non-i.i.d. models
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+Testing unit roots by bootstrap
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+Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
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+Testing for unit roots in autoregressive-moving average models of unknown order
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