Stationary bootstrapping for semiparametric panel unit root tests
DOI10.1016/J.CSDA.2014.09.004OpenAlexW1973775577MaRDI QIDQ1623765FDOQ1623765
Authors: Dong Wan Shin, Eunju 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
Recommendations
- Unit root testing via the stationary bootstrap
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Bootstrap unit root tests in panels with cross-sectional dependency
- Bootstrap-assisted unit root testing with piecewise locally stationary errors
- Bootstrapping unit root tests for integrated processes
- Bootstrapping unit root tests with covariates
- Stationary bootstrapping for cointegrating regressions
- On bootstrapping regressions with unit root processes
- A hybrid bootstrap approach to unit root tests
cross-sectional dependencerecursive mean adjustmentdifference-based bootstrappingresidual-based bootstrapping
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
Cites Work
- Bootstrap Unit-Root Tests: Comparison and Extensions
- The Stationary Bootstrap
- Testing for unit roots in heterogeneous panels.
- Unit root tests in panel data: asymptotic and finite-sample properties
- Bootstrap unit root tests in panels with cross-sectional dependency
- Testing for a unit root in panels with dynamic factors
- Unit root testing via the stationary bootstrap
- Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies
- 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
- Bootstrap Unit Root Tests
- A PANIC attack on unit roots and cointegration.
- Bootstrapping Unit Root Tests for Autoregressive Time Series
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Testing for a unit root in time series regression
- Stationary bootstrapping for cointegrating regressions
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
- Bootstrapping Autoregressive Processes with Possible Unit Roots
- Nonlinear IV unit root tests in panels with cross-sectional dependency.
- Recursive mean adjustment for unit root tests
- An instrumental variable approach for panel unit root tests under cross-sectional dependence
- A note on the stationary bootstrap's variance
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- Recursive mean adjustment in time-series inferences
- Title not available (Why is that?)
- Unit root bootstrap tests for AR (1) models
Cited In (11)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Bootstrap innovational outlier unit root tests in dependent panels
- Bootstrap-assisted unit root testing with piecewise locally stationary errors
- Block bootstrapping for a panel mean break test
- Bootstrap unit root tests in panels with cross-sectional dependency
- Sieve bootstrapt-tests on long-run average parameters
- Cross-sectional dependence robust block bootstrap panel unit root tests
- Weak convergence for stationary bootstrap empirical processes of associated sequences
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
- Unit root testing via the stationary bootstrap
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
This page was built for publication: Stationary bootstrapping for semiparametric panel unit root tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1623765)
