Size improvement of the KPSS test using sieve bootstraps (Q694931): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2012.04.054
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+W2046575806
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Sieve bootstrap for smoothing in nonstationary time series
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Generalizations of the KPSS‐test for stationarity
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+Reducing the size distortion of the KPSS test
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Size and power of tests of stationarity in highly autocorrelated time series
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+Automatic Lag Selection in Covariance Matrix Estimation
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Asymptotics for linear processes
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