Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087): Difference between revisions

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+Bootstrapping unstable first-order autoregressive processes
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+Moving-average representation of autoregressive approximations
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+Sieve bootstrap for time series
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+Bootstrapping the HEGY seasonal 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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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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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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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Bootstrap Unit Root Tests
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+Unit root testing via the stationary bootstrap
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+Asymptotics for linear processes
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+The Stationary Bootstrap
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+Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
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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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