A Sieve Bootstrap For The Test Of A Unit Root

Citations

Cited by:

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2. Miguel A. León-Ledesma & Peter McAdam & Alpo Willman, 2015. "Production Technology Estimates and Balanced Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 40-65, February.
3. Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011. "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 27(5), pages 957-991, October.
   • Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, Department of Economics and Business Economics, Aarhus University.
   • Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009. "Testing for unit roots in the presence of a possible break in trend and non-stationary volatility," Discussion Papers 09/05, University of Nottingham, Granger Centre for Time Series Econometrics.
4. Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020. "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 207-225.
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   • Chang, Yoosoon, 2002. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-01, Rice University, Department of Economics.
   • Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers 1585, Econometric Society.
6. Phillips, Peter C.B., 2010. "Bootstrapping I(1) data," Journal of Econometrics, Elsevier, vol. 158(2), pages 280-284, October.
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7. Rho, Yeonwoo & Shao, Xiaofeng, 2019. "Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors," Econometric Theory, Cambridge University Press, vol. 35(1), pages 142-166, February.
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8. Robert Adamek & Stephan Smeekes & Ines Wilms, 2023. "Sparse High-Dimensional Vector Autoregressive Bootstrap," Papers 2302.01233, arXiv.org, revised May 2025.
9. Meyer, Marco & Jentsch, Carsten & Kreiss, Jens-Peter, 2015. "Baxter`s inequality and sieve bootstrap for random fields," Working Papers 15-06, University of Mannheim, Department of Economics.
10. 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.
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    • Chang, Yoosoon, 2004. "Taking a New Contour: A Novel Approach to Panel Unit Root Tests," Working Papers 2004-05, Rice University, Department of Economics.
    • Yoosoon Chang, 2004. "Taking a New Contour: A Novel Approach to Panel Unit Root Tests," Econometric Society 2004 Far Eastern Meetings 796, Econometric Society.
13. Nielsen, Morten Ørregaard, 2009. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1515-1544, December.
    • Morten Ø. Nielsen, 2008. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Working Paper 1185, Economics Department, Queen's University.
    • Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, Department of Economics and Business Economics, Aarhus University.
14. Cavaliere, Giuseppe & Xu, Fang, 2014. "Testing for unit roots in bounded time series," Journal of Econometrics, Elsevier, vol. 178(P2), pages 259-272.
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16. Hanck, Christoph, 2006. "For Which Countries did PPP hold? A Multiple Testing Approach," Technical Reports 2006,47, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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    • Smeekes, S., 2009. "Detrending bootstrap unit root tests," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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    • Stephan Smeekes & A. M. Robert Taylor, 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Discussion Papers 10/03, University of Nottingham, Granger Centre for Time Series Econometrics.
19. Skrobotov, Anton, 2018. "On bootstrap implementation of likelihood ratio test for a unit root," Economics Letters, Elsevier, vol. 171(C), pages 154-158.
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