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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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Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li - In: The econometrics journal 11 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
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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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Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich; Veliyev, Bezirgen - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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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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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
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Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E. - In: The econometrics journal 8 (2005) 3, pp. 323-351
Persistent link: https://www.econbiz.de/10003209129
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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin; Li, Haiqi; Zhong, Wanling - In: Economics letters 207 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
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Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou; Xing, Yuhong; Li, Fuxiao - In: Economics letters 140 (2016), pp. 53-56
Persistent link: https://www.econbiz.de/10011615973