Bootstrapping unit root tests with covariates
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Publication:5864458
DOI10.1080/07474938.2015.1114279OpenAlexW2314701005MaRDI QIDQ5864458FDOQ5864458
Authors: Yoosoon Chang, Robin C. Sickles, Wonho Song 
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.419.8571
Cites Work
- Time series: theory and methods.
- Bootstrapping unstable first-order autoregressive processes
- A Sieve Bootstrap For The Test Of A Unit Root
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Bootstrap Unit Root Tests
- Testing for a unit root in time series regression
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Efficient Tests for an Autoregressive Unit Root
- Testing for unit roots with stationary covariates
- A consistent nonparametric test of ergodicity for time series with applications
Cited In (8)
- A bootstrap causality test for covariance stationary processes
- Testing for explosive bubbles: a review
- Stationary bootstrapping for semiparametric panel unit root tests
- Peter Schmidt: Econometrician and consummate professional
- On bootstrap implementation of likelihood ratio test for a unit root
- Bootstrap Unit-Root Tests: Comparison and Extensions
- A parametric stationarity test with smooth breaks
- Testing for stationarity with covariates: more powerful tests with non-normal errors
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