Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820): Difference between revisions

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+https://doi.org/10.1080/00949655.2011.581242
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+W2163816607
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+TESTS OF COMMON STOCHASTIC TRENDS
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+Recent developments in bootstrapping time series
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+Bootstrapping time series models
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+The power of bootstrap and asymptotic tests
@@ Property / cites work: The power of bootstrap and asymptotic tests / rank @@
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+Unit root bootstrap tests for AR (1) models
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+Bootstrapping the HEGY seasonal unit root tests
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+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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+On the power of stationarity tests using optimal bandwidth estimates
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+Q2760417
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+Q4840212
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+Q5687551
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+Q4884570
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+Multivariate Stochastic Variance Models
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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