Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
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Publication:5251506
DOI10.1111/jtsa.12110zbMath1325.62172OpenAlexW1608278972WikidataQ59107868 ScholiaQ59107868MaRDI QIDQ5251506
Publication date: 20 May 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/0d350efa-b68e-4507-9a09-368996374470
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)
Related Items (3)
Nonstationary-volatility robust panel unit root tests and the great moderation ⋮ Identifying stationary series in panels: a Monte Carlo evaluation of sequential panel selection methods ⋮ Robust block bootstrap panel predictability tests
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