Bootstrapping Unit Root Tests for Autoregressive Time Series
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 100 (2005)
Issue (Month): (June)
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- Smeekes Stephan & Taylor A. M. Robert, 2010.
"Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility,"
015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Smeekes, Stephan & Taylor, A.M. Robert, 2012. "Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 28(02), pages 422-456, April.
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- Shin, Dong Wan & Hwang, Eunju, 2013. "Stationary bootstrapping for cointegrating regressions," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 474-480.
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- Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Hanken School of Economics.
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