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Bootstrapping Unit Root Tests for Autoregressive Time Series

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Author Info
Paparoditis, Efstathios
Politis, Dimitris N.
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Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

Volume (Year): 100 (2005)
Issue (Month): (June)
Pages: 545-553
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Handle: RePEc:bes:jnlasa:v:100:y:2005:p:545-553

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  1. Lokshin, Boris, 2006. "Monte-Carlo comparison of alternative estimators for dynamic panel data models," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  2. Patrick Richard, 2008. "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche 08-17, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
    Other versions:
  3. Wagner, Martin, 2006. "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series 197, Institute for Advanced Studies. [Downloadable!]
    Other versions:
  4. 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.
    Other versions:
  5. Peter C. B. Phillips, 2009. "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers 1689, Cowles Foundation, Yale University. [Downloadable!]
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