Bootstrapping cointegrating regressions (Q275261): Difference between revisions

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+Bootstrapping unstable first-order autoregressive processes
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+Bootstrap unit root tests in panels with cross-sectional dependency
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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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+A useful estimate in the multidimensional invariance principle
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+Testing For Unit Roots: 1
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+Handbook of econometrics. Vol. 5
@@ Property / cites work: Handbook of econometrics. Vol. 5 / rank @@
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+Residual-Based Block Bootstrap for Unit Root Testing
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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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+Asymptotics for linear processes
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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