A hybrid bootstrap approach to unit root tests
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Cites work
- A Sieve Bootstrap For The Test Of A Unit Root
- A simple resampling method by perturbing the minimand
- Analysis of least absolute deviation
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap methods: another look at the jackknife
- Bootstrap procedures under some non-i.i.d. models
- Bootstrap tests for unit roots based on LAD estimation
- Bootstrap Unit-Root Tests: Comparison and Extensions
- BootstrapMUnit Root Tests
- Bootstrapping I(1) data
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- Consistent autoregressive spectral estimates
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Distribution theory for unit root tests with conditional heteroskedasticity
- Efficient Tests for an Autoregressive Unit Root
- Generalized autoregressive conditional heteroscedasticity
- Generalized bootstrap for estimating equations
- Heteroskedastic time series with a unit root
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
- Least absolute deviations estimation for ARCH and GARCH models
- Limiting distributions for \(L_1\) regression estimators under general conditions
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Residual-Based Block Bootstrap for Unit Root Testing
- Testing a linear time series model against its threshold extension
- Testing for a unit root in time series regression
- Testing for unit roots in autoregressive-moving average models of unknown order
- Time Series Regression with a Unit Root
- Weak limit theorems for stochastic integrals and stochastic differential equations
Cited in
(15)- Bootstrap Unit-Root Tests: Comparison and Extensions
- Stationary bootstrapping for semiparametric panel unit root tests
- On bootstrap implementation of likelihood ratio test for a unit root
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
- Strict stationarity testing and GLAD estimation of double autoregressive models
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- Hybrid bootstrap aided unit root testing
- scientific article; zbMATH DE number 5010397 (Why is no real title available?)
- A Sieve Bootstrap For The Test Of A Unit Root
- Bootstrap inference for GARCH models by the least absolute deviation estimation
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models
- Supervised factor modeling for high-dimensional linear time series
- Conditional quantile estimation for GARCH model based on mixed-frequency data
- Bootstrapping the HEGY seasonal unit root tests
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