Hybrid bootstrap aided unit root testing (Q2512760): Difference between revisions

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-.1007/s00180-011-0290-0
@@ Property / DOI: 10.1007/s00180-011-0290-0 / rank @@
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+Publication
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+https://doi.org/10.1007/s00180-011-0290-0
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+W2068637790
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@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+Sieve bootstrap for time series
@@ Property / cites work: Sieve bootstrap for time series / rank @@
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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
@@ Property / cites work: A Sieve Bootstrap For The Test Of A Unit Root / rank @@
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
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+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+The multiple hybrid bootstrap -- resampling multivariate linear processes
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+Autoregressive-aided periodogram bootstrap for time series
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+The jackknife and the bootstrap for general stationary observations
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+Q4410087
@@ Property / cites work: Q4410087 / rank @@
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+The Local Bootstrap for Periodogram Statistics
@@ Property / cites work: The Local Bootstrap for Periodogram Statistics / rank @@
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+Tapered block bootstrap
@@ Property / cites work: Tapered block bootstrap / rank @@
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+The tapered block bootstrap for general statistics from stationary sequences
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Bootstrapping unit root tests for integrated processes
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@@ Property / DOI @@
+.1007/S00180-011-0290-0
@@ Property / DOI: 10.1007/S00180-011-0290-0 / rank @@
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