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Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo; Belaire-Franch, Jorge; Reverte, … - In: Applied economics letters 17 (2010) 10/12, pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
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Testing for asymmetric price stickiness using NZ business opinion data : a bootstrap aproach
Balcombe, Kelvin G.; McDermott, C. John - In: Applied economics letters 10 (2003) 15, pp. 955-958
Persistent link: https://www.econbiz.de/10001876652
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Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
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Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
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Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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Exact distribution and critical values of a unit root test when error terms are serially correlated
Masuda, Junya; Ohtani, Kazuhiro - In: Applied economics letters 15 (2008) 4/6, pp. 359-362
Persistent link: https://www.econbiz.de/10003727344
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Detecting outliers and influential observations with heteroscedasticity-corrected models
Martin, David; Kumar, Vikram - In: Applied economics letters 12 (2005) 12, pp. 745-748
Persistent link: https://www.econbiz.de/10003158131
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Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin; Aylen, Jonathan - In: Applied economics letters 16 (2009) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
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Modification of the LM unit root test
Vougas, Dimitrios V. - In: Applied economics letters 14 (2007) 10/12, pp. 913-917
Persistent link: https://www.econbiz.de/10003589558