UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013): Difference between revisions

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+On blocking rules for the bootstrap with dependent data
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+A multiple-threshold AR(1) model
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+Threshold Autoregression with a Unit Root
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+Vector equilibrium correction models with non‐linear discontinuous adjustments
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+Adaptive consistent unit-root tests based on autoregressive threshold model
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+Bootstrapping unstable first-order autoregressive processes
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+Threshold Cointegration
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+Nonlinear Regressions with Integrated Time Series
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+The jackknife and the bootstrap for general stationary observations
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+Unit root tests in three‐regime SETAR models
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+Bootstrap testing for the null of no cointegration in a threshold vector error correction model
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Testing for a unit root in time series regression
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466608080663
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+W3021286500
@@ Property / OpenAlex ID: W3021286500 / rank @@
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