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Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
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A note on bootstrapping unit root tests in the presence of a non-zero drift
Giersbergen, Noud P. A. van - In: Economics letters 78 (2003) 2, pp. 259-265
Persistent link: https://www.econbiz.de/10001728258
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On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan; Peel, David - In: Economics letters 90 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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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 - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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Detrending bootstrap unit root tests
Smeekes, Stephan - In: Econometric reviews 32 (2013) 8, pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
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Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
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Size improvement of the KPSS test using sieve bootstraps
Lee, Jin; Lee, Young Im - In: Economics letters 116 (2012) 3, pp. 483-486
Persistent link: https://www.econbiz.de/10009674259
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Theory and applications of TAR model with two threshold variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 1/3, pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
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Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo; Provasi, Corrado - In: Econometric reviews 28 (2009) 1/3, pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
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A test for the distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Economics letters 85 (2004) 2, pp. 185-193
Persistent link: https://www.econbiz.de/10002253539