Hybrid bootstrap aided unit root testing
From MaRDI portal
Publication:2512760
DOI10.1007/s00180-011-0290-0zbMath1304.65043OpenAlexW2068637790MaRDI QIDQ2512760
Efstathios Paparoditis, Carsten Jentsch, Panagiotis Mantalos, Jens-Peter Kreiss
Publication date: 30 January 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-011-0290-0
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sieve bootstrap for smoothing in nonstationary time series
- The multiple hybrid bootstrap -- resampling multivariate linear processes
- On bootstrapping kernel spectral estimates
- Bootstrap methods: another look at the jackknife
- A frequency domain bootstrap for ratio statistics in time series analysis
- Sieve bootstrap for time series
- Autoregressive-aided periodogram bootstrap for time series
- The jackknife and the bootstrap for general stationary observations
- Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
- Tapered block bootstrap
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Testing for unit roots in autoregressive-moving average models of unknown order
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Bootstrapping unit root tests for integrated processes
- A Sieve Bootstrap For The Test Of A Unit Root
- The tapered block bootstrap for general statistics from stationary sequences
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- The Local Bootstrap for Periodogram Statistics
- Residual-Based Block Bootstrap for Unit Root Testing
This page was built for publication: Hybrid bootstrap aided unit root testing
