Unit root testing via the stationary bootstrap
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Publication:275254
DOI10.1016/j.jeconom.2005.06.008zbMath1345.62120OpenAlexW2093296623MaRDI QIDQ275254
Efstathios Paparoditis, Dimitris N. Politis, Cameron C. Parker
Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.008
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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- Towards a unified asymptotic theory for autoregression
- The Stationary Bootstrap
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- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
- Automatic Block-Length Selection for the Dependent Bootstrap
- Time Series Regression with a Unit Root
- Residual-Based Block Bootstrap for Unit Root Testing
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