Bootstrapping Unit Root Tests for Autoregressive Time Series
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Publication:5754836
DOI10.1198/016214504000001998zbMath1117.62408OpenAlexW2084302820MaRDI QIDQ5754836
Dimitris N. Politis, Efstathios Paparoditis
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000001998
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Stationary bootstrapping for semiparametric panel unit root tests ⋮ A Gini-based unit root test ⋮ Unit root bootstrap tests under infinite variance ⋮ Detrending Bootstrap Unit Root Tests ⋮ Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels ⋮ TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain ⋮ Linear process bootstrap unit root test ⋮ BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS ⋮ BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS ⋮ Asymptotic of theLr-norm of density estimators in the autoregressive time series ⋮ Modified fast double sieve bootstraps for ADF tests ⋮ A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL ⋮ A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS ⋮ Bootstrap Unit-Root Tests: Comparison and Extensions ⋮ Bootstrapping I(1) data ⋮ Bootstrap methods for dependent data: a review ⋮ Bootstrap and fast double bootstrap tests of cointegration rank with financial time series ⋮ Robust unit root tests with autoregressive errors ⋮ BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY ⋮ Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
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