A Bootstrap Theory for Weakly Integrated Processes
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- Park, Joon Y., 2006. "A bootstrap theory for weakly integrated processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 639-672, August.
References listed on IDEAS
- Park, Joon, 2003. "Weak Unit Roots," Working Papers 2003-17, Rice University, Department of Economics.
- Atsushi Inoue & Lutz Kilian, 2002.
"Bootstrapping Autoregressive Processes with Possible Unit Roots,"
Econometric Society, vol. 70(1), pages 377-391, January.
- Atsushi Inoue & Lutz Kilian, 2000. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society.
- Joon Y. Park, 2003.
"Bootstrap Unit Root Tests,"
Econometric Society, vol. 71(6), pages 1845-1895, November.
- Joon Y. Park, 2000. "Bootstrap Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 1587, Econometric Society.
- Park, Joon, 2002. "Bootstrap Unit Root Tests," Working Papers 2003-04, Rice University, Department of Economics.
- Yoosoon Chang & Joon Y. Park, 2003. "A Sieve Bootstrap For The Test Of A Unit Root," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 379-400, July.
- Chang, Yoosoon & Park, Joon Y. & Song, Kevin, 2006. "Bootstrapping cointegrating regressions," Journal of Econometrics, Elsevier, vol. 133(2), pages 703-739, August.
- Park, Joon Y & Phillips, Peter C B, 2001.
"Nonlinear Regressions with Integrated Time Series,"
Econometric Society, vol. 69(1), pages 117-161, January.
- Joon Y. Park & Peter C.B. Phillips, 1998. "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University.
- Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University.
- Yoosoon Chang & Joon Park, 2002. "On The Asymptotics Of Adf Tests For Unit Roots," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 431-447.
- Nankervis, John C & Savin, N E, 1996. "The Level and Power of the Bootstrap t Test in the AR(1) Model with Trend," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 161-168, April.
- Park, Joon Y., 2002. "An Invariance Principle For Sieve Bootstrap In Time Series," Econometric Theory, Cambridge University Press, vol. 18(02), pages 469-490, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Skrobotov Anton, 2018. "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers wpaper-2018-302, Gaidar Institute for Economic Policy, revised 2018.
- Westerlund J. & Smeekes S., 2013. "Robust block bootstrap panel predictability tests," Research Memorandum 060, Maastricht University, Graduate School of Business and Economics (GSBE).
- Marcus J. Chambers & Maria Kyriacou, 2018.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.
- Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
- Westerlund, Joakim & Thuraisamy, Kannan, 2016. "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, vol. 28(C), pages 44-60.
- Sizova, Natalia, 2014. "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 261-272.
- Shibamoto, Masahiko, 2008. "The estimation of monetary policy reaction function in a data-rich environment: The case of Japan," Japan and the World Economy, Elsevier, vol. 20(4), pages 497-520, December.
- Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
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