Stationary bootstrapping for semiparametric panel unit root tests (Q1623765): Difference between revisions

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+Q5475042
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Unit root bootstrap tests for AR (1) models
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+Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
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+Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
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+Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
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+Testing for unit roots in heterogeneous panels.
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+Q5317360
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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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+A note on the stationary bootstrap's variance
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+Bootstrap Unit-Root Tests: Comparison and Extensions
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+Bootstrapping Unit Root Tests for Autoregressive 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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+Testing for a unit root in time series regression
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+The Stationary Bootstrap
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+Stationary bootstrapping for cointegrating regressions
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+An instrumental variable approach for panel unit root tests under cross-sectional dependence
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+recursive Mean Adjustment for Unit Root Tests
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+Recursive mean adjustment in time-series inferences
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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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