A Note On The Power Of Bootstrap Unit Root Tests
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Volume (Year): 19 (2003)
Issue (Month): 01 (February)
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- Franz C. Palm & Stephan Smeekes & Jean-Pierre Urbain, 2008.
"Bootstrap Unit-Root Tests: Comparison and Extensions,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 29(2), pages 371-401, 03.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2006. "Bootstrap unit root tests: comparison and extensions," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
- Giuseppe Cavaliere & Morten Ã˜rregaard Nielsen & A. M. Robert Taylor, 2016. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Working Papers 1324, Queen's University, Department of Economics.
- Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
- Hwang, Eunju & Shin, Dong Wan, 2015. "Stationary bootstrapping for semiparametric panel unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 14-25.
- Stephan Smeekes, 2013. "Detrending Bootstrap Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
- Smeekes Stephan, 2009. "Detrending Bootstrap Unit Root Tests," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Elena Pesavento, 2007. "Residuals-based tests for the null of no-cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 111-137, 01.
- Elena Pesavento, 2005. "Residuals Based Tests for the Null of No Cointegration: An Analytical Comparison," Emory Economics 0503, Department of Economics, Emory University (Atlanta).
- Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October.
- Pesavento, Elena, 2000. "Analytical Evaluation of the Power of Tests for the Absence of Cointegration," University of California at San Diego, Economics Working Paper Series qt4cq4773c, Department of Economics, UC San Diego.
- 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.
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