Bootstrapping unit root tests for integrated processes
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Cites work
- Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 193126 (Why is no real title available?)
- scientific article; zbMATH DE number 3538599 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- scientific article; zbMATH DE number 274399 (Why is no real title available?)
- Moving-average representation of autoregressive approximations
- Time series: theory and methods.
Cited in
(35)- Bootstrap Unit-Root Tests: Comparison and Extensions
- On bootstrapping regressions with unit root processes
- Stationary bootstrapping for semiparametric panel unit root tests
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
- Tapered block bootstrap for unit root testing
- Linear process bootstrap unit root test
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
- Blockwise bootstrap testing for stationarity
- Hybrid bootstrap aided unit root testing
- Bootstrap hypothesis testing in regression models
- Stationary bootstrapping realized volatility
- Bootstraping time series regressions with integrated process
- Resampling methods in econometrics
- Unit root testing via the stationary bootstrap
- A bootstrap theory for weakly integrated processes
- Unit root bootstrap tests under infinite variance
- Cross-sectional correlation robust tests for panel cointegration
- scientific article; zbMATH DE number 5010397 (Why is no real title available?)
- Stationary bootstrapping realized volatility under market microstructure noise
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- Stationary bootstrap for kernel density estimators under -weak dependence
- Bootstrap-assisted unit root testing with piecewise locally stationary errors
- Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- Detrending bootstrap unit root tests
- Bootstrap procedures for variance breaks test in time series with a changing trend
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Bootstrap union tests for unit roots in the presence of nonstationary volatility
- Residual-Based Block Bootstrap for Unit Root Testing
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Unit root test combination via random forests
- Bootstrapping I(1) data
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
- Bootstrapping the HEGY seasonal unit root tests
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