Smeekes, Stephan; Urbain, Jean-Pierre - In: Oxford Bulletin of Economics and Statistics 76 (2014) 1, pp. 139-151
type="main" xml:lang="en" <title type="main">Abstract</title> <p>In this article, we investigate the validity of the univariate autoregressive sieve bootstrap applied to time series panels characterized by general forms of cross-sectional dependence, including but not restricted to cointegration. Using the final equations...</p>