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Sieve bootstrap unit root tests

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Author Info
Patrick Richard () (GREDI, Département d'économique, Université de Sherbrooke)
Abstract

We study the use of the sieve bootstrap to conduct ADF unit root tests when the time series' first difference is a general linear process that admits an infinite moving average form. The work of Park (2002) and Chang and Park (2003) suggest that the usual autoregressive (AR) sieve bootstrap provides some accuracy gains under the null hypothesis. The magnitude of this amelioration, however, depends on the nature of the true DGP. For example, the AR sieve test over-rejects almost as much as the asymptotic one when the DGP contains a strong negative moving average root. This lack of robustness is, of course, caused by the poor quality of the AR approximation. We attempt to reduce this problem by proposing to use sieve bootstraps based on moving average (MA) and autoregressive-moving average (ARMA) approximations. Though this is a natural generalisation of the standard AR sieve bootstrap, it has never been suggested in the econometrics literature. Two important theoretical results are shown. First, we establish invariance principles for the partial sum processes built from invertible MA and stationary and invertible ARMA sieve bootstrap DGPs. Second, these are used to provide a proof of the asymptotic validity of the resulting ADF bootstrap tests. Through Monte Carlo experiments, we find that the rejection probability of the MA sieve bootstrap is more robust to the DGP than that of the AR sieve bootstrap. We also find that the ARMA sieve bootstrap requires only a very parsimonious specification to achieve excellent results.

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File URL: http://pages.usherbrooke.ca/gredi/wpapers/GREDI-0705.pdf
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File Function: First version, 2007
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Publisher Info
Paper provided by Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke in its series Cahiers de recherche with number 07-05.

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Length: 68 pages
Date of creation: 2007
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Handle: RePEc:shr:wpaper:07-05

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Related research
Keywords: Sieve bootstrap Unit root ADF tests ARMA approximations Invariance Principle

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 66(1), pages 1-26, January.
    Other versions:
  2. Park, Joon Y., 2002. "An Invariance Principle For Sieve Bootstrap In Time Series," Econometric Theory, Cambridge University Press, vol. 18(02), pages 469-490, May. [Downloadable!]
  3. repec:cup:etheor:v:11:y:1995:i:4:p:775-93 is not listed on IDEAS
  4. Donald W. K. Andrews, 2004. "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, vol. 72(3), pages 673-700, 05. [Downloadable!] (restricted)
    Other versions:
  5. Joon Y. Park, 2003. "Bootstrap Unit Root Tests," Econometrica, Econometric Society, vol. 71(6), pages 1845-1895, November. [Downloadable!] (restricted)
  6. repec:rus:hseeco:4965 is not listed on IDEAS
  7. Parker, Cameron & Paparoditis, Efstathios & Politis, Dimitris N., 2006. "Unit root testing via the stationary bootstrap," Journal of Econometrics, Elsevier, vol. 133(2), pages 601-638, August. [Downloadable!] (restricted)
  8. Yoosoon Chang & Joon Y. Park, 2003. "A Sieve Bootstrap For The Test Of A Unit Root," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(4), pages 379-400, 07. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers 1127, Queen's University, Department of Economics. [Downloadable!]
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