Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel

DOI10.1111/jtsa.12110zbMath1325.62172OpenAlexW1608278972WikidataQ59107868 ScholiaQ59107868MaRDI QIDQ5251506

Stephan Smeekes

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

zbMATH Keywords

unit rootsblock bootstrapsequential testingtime series panels

Mathematics Subject Classification ID

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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