Unit root testing via the stationary bootstrap (Q275254): Difference between revisions

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+Cameron C. Parker
@@ Property / author: Cameron C. Parker / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.06.008
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@@ Property / OpenAlex ID @@
+W2093296623
@@ Property / OpenAlex ID: W2093296623 / rank @@
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@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
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@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
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@@ Property / cites work @@
+Q4869557
@@ Property / cites work: Q4869557 / rank @@
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@@ Property / cites work @@
+Residual-Based Block Bootstrap for Unit Root Testing
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@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
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@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
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@@ Property / cites work @@
+The bootstrap of the mean for strong mixing sequences under minimal conditions
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@@ Property / cites work @@
+Inference For Autocorrelations Under Weak Assumptions
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@@ Property / cites work @@
+Bootstrapping unit root tests for integrated processes
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@@ Property / cites work @@
+A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
@@ Property / cites work: A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS / rank @@
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