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Unit root testing via the stationary bootstrap

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  • Parker, Cameron
  • Paparoditis, Efstathios
  • Politis, Dimitris N.

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  • 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.
    • Handle: RePEc:eee:econom:v:133:y:2006:i:2:p:601-638
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    References listed on IDEAS

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    1. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220, National Bureau of Economic Research, Inc.
    2. Anders Rygh Swensen, 2003. "Bootstrapping unit root tests for integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 99-126, January.
    3. Efstathios Paparoditis & Dimitris N. Politis, 2003. "Residual-Based Block Bootstrap for Unit Root Testing," Econometrica, Econometric Society, vol. 71(3), pages 813-855, May.
    4. Swensen, Anders Rygh, 2003. "A Note On The Power Of Bootstrap Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 19(1), pages 32-48, February.
    5. Paparoditis, Efstathios & Politis, Dimitris N, 2001. "Unit Root Testing via the Continuous-Path Block Bootstrap," University of California at San Diego, Economics Working Paper Series qt9qb4r775, Department of Economics, UC San Diego.
    6. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
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