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Unit root testing via the stationary bootstrap
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of econometrics 133 (2006) 2, pp. 601-638
Persistent link: https://www.econbiz.de/10003359595
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Unit root testing via the stationary bootstrap
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of econometrics 133 (2006) 2, pp. 601-638
Persistent link: https://www.econbiz.de/10007287907
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Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas; Paparoditis, Efstathios; Trenkler, Carsten - In: Journal of econometrics 234 (2023) 1, pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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Subsampling for heteroskedastic time series
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael - In: Journal of econometrics 81 (1997) 2, pp. 281-317
Persistent link: https://www.econbiz.de/10001229279
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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 182 (2014) 1, pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10006757388
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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-74
Persistent link: https://www.econbiz.de/10010171392