Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088): Difference between revisions

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+Q5475042
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+PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
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+TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
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+Block length selection in the bootstrap for time series
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
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+Weak and strong cross‐section dependence and estimation of large panels
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+Q5229999
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+Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
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+A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
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+On blocking rules for the bootstrap with dependent data
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+Bootstrap Methods for Time Series
@@ Property / cites work: Bootstrap Methods for Time Series / rank @@
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+The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
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+Empirically relevant critical values for hypothesis tests: A bootstrap approach
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+Testing for unit roots in heterogeneous panels.
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+A bootstrap procedure for panel data sets with many cross-sectional units
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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+A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Testing for a unit root in panels with dynamic factors
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+Incidental trends and the power of panel unit root tests
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotics for linear processes
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+Subsampling
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+Automatic Block-Length Selection for the Dependent Bootstrap
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