Bootstrap Unit-Root Tests: Comparison and Extensions
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Recommendations
- BootstrapMUnit Root Tests
- Unit root testing via the stationary bootstrap
- Bootstrapping unit root tests with covariates
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
- Detrending bootstrap unit root tests
- A hybrid bootstrap approach to unit root tests
- Testing unit roots by bootstrap
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- Bootstrapping unit root tests for integrated processes
Cites work
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
- A Sieve Bootstrap For The Test Of A Unit Root
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
- Asymptotics for linear processes
- Bootstrap Unit Root Tests
- Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- Bootstrapping the HEGY seasonal unit root tests
- Bootstrapping unit root tests for integrated processes
- Bootstrapping unstable first-order autoregressive processes
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Moving-average representation of autoregressive approximations
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Residual-Based Block Bootstrap for Unit Root Testing
- Sieve bootstrap for time series
- The Stationary Bootstrap
- Unit root testing via the stationary bootstrap
Cited in
(39)- Bootstrap procedures for variance breaks test in time series with a changing trend
- Likelihood ratio test for change in persistence
- Bootstrap Unit Root Tests
- The fast iterated bootstrap
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- A Gini-based unit root test
- Bootstrap point optimal unit root tests
- Tapered block bootstrap for unit root testing
- Testing unit roots by bootstrap
- Unit root test combination via random forests
- Linear process bootstrap unit root test
- Spatial autoregressions with an extended parameter space and similarity-based weights
- Bootstrap tests for fractional integration and cointegration: a comparison study
- Residual‐based block bootstrap unit root testing in the presence of trend breaks
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
- Bootstrap tests for unit roots based on LAD estimation
- Stationary bootstrapping for semiparametric panel unit root tests
- On bootstrap implementation of likelihood ratio test for a unit root
- BootstrapMUnit Root Tests
- A sieve bootstrap test for cointegration in a conditional error correction model
- scientific article; zbMATH DE number 5010397 (Why is no real title available?)
- bootUR
- Bootstrap-assisted unit root testing with piecewise locally stationary errors
- Bootstrapping I(1) data
- Hybrid bootstrap aided unit root testing
- A bootstrap test for jumps in financial economics
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers
- Bootstrapping the HEGY seasonal unit root tests
- Improving the power of unit root tests against fractional alternatives using bootstrap
- Detrending bootstrap unit root tests
- Modified fast double sieve bootstraps for ADF tests
- Testing for boundary conditions in case of fractionally integrated processes
- Residual-Based Block Bootstrap for Unit Root Testing
- Bootstrap union tests for unit roots in the presence of nonstationary volatility
- Sieve bootstrap inference for linear time-varying coefficient models
- A hybrid bootstrap approach to unit root tests
- Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC
- Unit root bootstrap tests under infinite variance
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