UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610): Difference between revisions

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+A Three-step Method for Choosing the Number of Bootstrap Repetitions
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+The bootstrap of the mean with arbitrary bootstrap sample size
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+Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size''
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+Bootstrap of the mean in the infinite variance case
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+Wild Bootstrap of the Sample Mean in the Infinite Variance Case
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+UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Bootstrap<i>M</i>Unit Root Tests
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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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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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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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+Unit root bootstrap tests under infinite variance
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+Tests for Unit Roots and the Initial Condition
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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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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+Testing for unit roots in autoregressive-moving average models of unknown order
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+A Note on Unit Root Tests with Infinite Variance Noise
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+The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
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+Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law
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+On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
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