Robust unit root tests with autoregressive errors (Q2830189): Difference between revisions

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+https://doi.org/10.1080/03610926.2014.955114
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+W2484412529
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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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+Estimation of the Distribution of Noise in an Autoregression Scheme
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Unit root bootstrap tests for AR (1) models
@@ Property / cites work: Unit root bootstrap tests for AR (1) models / rank @@
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+Q4124141
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+Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Bootstrap tests for unit roots based on LAD estimation
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+Unit root bootstrap tests under infinite variance
@@ Property / cites work: Unit root bootstrap tests under infinite variance / rank @@
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+Bootstrapping Unit Root Tests for Autoregressive Time Series
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Multiple Time Series Regression with Integrated Processes
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+Conditions for linear processes to be strong-mixing
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