Detrending Bootstrap Unit Root Tests (Q5080580): Difference between revisions

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+W2030352634
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+Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
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+Sieve bootstrap for time series
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+Bootstrapping the HEGY seasonal unit root tests
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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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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Minimizing the impact of the initial condition on testing for unit roots
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+Efficient Tests for an Autoregressive Unit Root
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+Q4840212
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+REGRESSION, AUTOREGRESSION MODELS
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Testing for unit roots in the presence of uncertainty over both the trend and initial condition
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+Examination of Some More Powerful Modifications of the Dickey–Fuller Test
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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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+Bootstrap Unit-Root Tests: Comparison and Extensions
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+A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Bootstrapping Unit Root Tests for Autoregressive Time Series
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+Unit root testing via the stationary bootstrap
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+Testing for a unit root in time series regression
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+Asymptotics for linear processes
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+Modified fast double sieve bootstraps for ADF tests
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+Properties of recursive trend-adjusted unit root tests
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+recursive Mean Adjustment for Unit Root Tests
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+BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
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+Panel unit root tests under cross section dependence with recursive mean adjustment
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+Bootstrapping unit root tests for integrated processes
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+A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
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+An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
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