Stationary bootstrapping for semiparametric panel unit root tests

DOI10.1016/j.csda.2014.09.004OpenAlexW1973775577MaRDI QIDQ1623765

Dong Wan Shin, Eun-Ju Hwang

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.09.004

zbMATH Keywords

cross-sectional dependencerecursive mean adjustmentdifference-based bootstrappingresidual-based bootstrapping

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items

Block bootstrapping for a panel mean break test, Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels, Weak convergence for stationary bootstrap empirical processes of associated sequences

Cites Work

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