A Sieve Bootstrap For The Test Of A Unit Root (Q4455657): Difference between revisions

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+Time series: theory and methods.
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
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+On asymptotic properties of bootstrap for AR(1) processes
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+Q4884570
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+On the Size Properties of Phillips-Perron Tests
@@ Property / cites work: On the Size Properties of Phillips-Perron Tests / rank @@
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Q5533878
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+Publication:4455657