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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003434214
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A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates
Peretti, Christian de; Siani, Carole; Cerrato, Mario - 2010
Persistent link: https://www.econbiz.de/10003948013
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A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan; Urbain, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10010386007
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Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence
Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2016
Persistent link: https://www.econbiz.de/10011547691
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Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence
Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2015
Persistent link: https://www.econbiz.de/10010504609
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814643
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001512323
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Unit root testing via the continuous-path block bootstrap
Paparoditis, Efstathios; Politis, Dimitris N. - 2001
Persistent link: https://www.econbiz.de/10001574547
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001418901