Robust block bootstrap panel predictability tests (Q5860960): Difference between revisions

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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Bootstrap Methods for Time Series
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
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+Cross-sectional dependence robust block bootstrap panel unit root tests
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+A bootstrap theory for weakly integrated processes
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+A bias-adjusted LM test of error cross-section independence
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+LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
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+Smoothing local-to-moderate unit root theory
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+FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
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+Stepwise Multiple Testing as Formalized Data Snooping
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+Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
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+Q128879945
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