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~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
~isPartOf:"Working paper series"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Bootstrap approach"
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
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22
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2011
Persistent link: https://www.econbiz.de/10009389935
Saved in:
23
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
24
Detrending bootstrap unit root tests
Smeekes, Stephan
-
2009
Persistent link: https://www.econbiz.de/10003938598
Saved in:
25
Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2008
Persistent link: https://www.econbiz.de/10003921438
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