Bootstrap Unit-Root Tests: Comparison and Extensions
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Publication:102087
DOI10.1111/j.1467-9892.2007.00565.xzbMath1164.62051OpenAlexW1980329653MaRDI QIDQ102087
Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain, Jean-Pierre Urbain, Stephan Smeekes, Franz C. Palm
Publication date: March 2008
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00565.x
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Cites Work
- Unit root testing via the stationary bootstrap
- Bootstrapping the HEGY seasonal unit root tests
- Asymptotics for linear processes
- Sieve bootstrap for time series
- Moving-average representation of autoregressive approximations
- Bootstrapping unstable first-order autoregressive processes
- Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
- The Stationary Bootstrap
- Bootstrapping unit root tests for integrated processes
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
- A Sieve Bootstrap For The Test Of A Unit Root
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Residual-Based Block Bootstrap for Unit Root Testing
- Bootstrap Unit Root Tests
- Bootstrapping Unit Root Tests for Autoregressive Time Series
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