A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528): Difference between revisions

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+Recent developments in bootstrapping time series
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Bootstrapping unstable first-order autoregressive processes
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+The Stationary Bootstrap
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+Testing for a unit root in time series regression
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+Towards a unified asymptotic theory for autoregression
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+Bootstrapping time series models
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+Bootstrapping general first order autoregression
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+Unit root bootstrap tests for AR (1) models
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+Efficient Tests for an Autoregressive Unit Root
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+Bootstrap tests: how many bootstraps?
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