Unit root bootstrap tests under infinite variance (Q2930899): Difference between revisions

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+UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
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+Bootstrapping unstable first-order autoregressive processes
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+Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
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+Some asymptotic theory for the bootstrap
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+Asymptotic inference in time series regressions with a unit root and infinite variance errors
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Bootstrap tests: how many bootstraps?
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+M-estimation for autoregression with infinite variance
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+Q4365899
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing For Unit Roots: 1
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+Testing for Unit Roots: 2
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+Unit root bootstrap tests for AR (1) models
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+Rank tests of unit root hypothesis with infinite variance errors
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+A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
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+Subsampling unit root tests for heavy-tailed observations
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+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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+Bootstrap tests for unit roots based on LAD estimation
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+Bootstrap Unit-Root Tests: Comparison and Extensions
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+Bootstrapping Unit Root Tests for Autoregressive Time Series
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+Time Series Regression with a Unit Root
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+Testing for a unit root in time series regression
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+Normal rank
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+Convergence of stochastic processes
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+Normal rank
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+Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
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+A bivariate stable characterization and domains of attraction
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+Unit-roots test for time-series data with a linear time trend
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Hypothesis Testing in ARIMA(p, 1, q) Models
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+Bootstrapping unit root tests for integrated processes
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