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Unit root testing via the stationary bootstrap

  • Parker, Cameron
  • Paparoditis, Efstathios
  • Politis, Dimitris N.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4H0J8TY-2/2/cec3f2eb9a0ab7b66d415d4a3fdd409f
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 133 (2006)
    Issue (Month): 2 (August)
    Pages: 601-638

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    Handle: RePEc:eee:econom:v:133:y:2006:i:2:p:601-638
    Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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    1. Anders Rygh Swensen, 2003. "Bootstrapping unit root tests for integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 99-126, 01.
    2. Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
    3. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
    4. Swensen, Anders Rygh, 2003. "A Note On The Power Of Bootstrap Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 19(01), pages 32-48, February.
    5. Efstathios Paparoditis & Dimitris N. Politis, 2003. "Residual-Based Block Bootstrap for Unit Root Testing," Econometrica, Econometric Society, vol. 71(3), pages 813-855, 05.
    6. 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.
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