A Sieve Bootstrap For The Test Of A Unit Root
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Publication:4455657
DOI10.1111/1467-9892.00312zbMATH Open1036.62070OpenAlexW3121980877MaRDI QIDQ4455657FDOQ4455657
Authors: Yoosoon Chang, Joon Y. Park 
Publication date: 16 March 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00312
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Cites Work
- Time series: theory and methods.
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Title not available (Why is that?)
- Title not available (Why is that?)
- On asymptotic properties of bootstrap for AR(1) processes
- On the Size Properties of Phillips-Perron Tests
Cited In (63)
- Testing for explosive bubbles: a review
- Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC
- A unified unit root test regardless of intercept
- Bootstrap Prediction Intervals for Factor Models
- Time-varying cointegration and the Kalman filter
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
- Heteroskedastic time series with a unit root
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap
- Linear process bootstrap unit root test
- Block bootstrap HAC robust tests: the sophistication of the naive bootstrap
- Modified fast double sieve bootstraps for ADF tests
- Testing for boundary conditions in case of fractionally integrated processes
- Size improvement of the KPSS test using sieve bootstraps
- A hybrid bootstrap approach to unit root tests
- A bootstrap theory for weakly integrated processes
- Bootstrapping cointegrating regressions
- Detrending bootstrap unit root tests
- Micro versus macro cointegration in heterogeneous panels
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
- A sieve bootstrap test for cointegration in a conditional error correction model
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model
- Stationary bootstrapping for semiparametric panel unit root tests
- A bootstrap test for jumps in financial economics
- Wavelet variance ratio cointegration test and wavestrapping
- Modelling dependent data for longevity projections
- Bootstrap-assisted unit root testing with piecewise locally stationary errors
- Testing for unit roots in bounded time series
- Bootstrap unit root tests in panels with cross-sectional dependency
- Bootstrap tests for unit roots in seasonal autoregressive models
- Bootstrap inference for instrumental variable models with many weak instruments
- Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
- Testing for unit roots in short panels allowing for a structural break
- Bootstrapping factor-augmented regression models
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- Unit root inference for non-stationary linear processes driven by infinite variance innovations
- Wavelet energy ratio unit root tests
- BootstrapMUnit Root Tests
- A test for fractional cointegration using the sieve bootstrap
- A panel bootstrap cointegration test
- On bootstrap implementation of likelihood ratio test for a unit root
- A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
- Bootstrap Unit-Root Tests: Comparison and Extensions
- Bootstrapping unit root tests for integrated processes
- Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
- A sieve bootstrap test for stationarity.
- Bootstrapping I(1) data
- General model-free weighted envelope estimation
- Properties of the neural network sieve bootstrap
- A bootstrap-based KPSS test for functional time series
- The fast iterated bootstrap
- Unit root testing via the stationary bootstrap
- Hybrid bootstrap aided unit root testing
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
- Bootstrap union tests for unit roots in the presence of nonstationary volatility
- Unit root bootstrap tests under infinite variance
- Bootstrapping unit root tests with covariates
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- Robust unit root tests with autoregressive errors
- A Meta Analytic Approach to Testing for Panel Cointegration
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines
- Cross-sectional correlation robust tests for panel cointegration
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