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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
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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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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009389930
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
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An empirical reassessment of target-zone ninlinearities
Garratt, Anthony; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of international money and finance 20 (2001) 4, pp. 533-548
Persistent link: https://www.econbiz.de/10001598626
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Bootstrapping spurious regression
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618855
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On bootstrap inference in cointegrating regressions
Psaradakis, Zacharias G. - In: Economics letters 72 (2001) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001577808
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An empirical reassessment of target-zone nonlinearities
Garratt, Anthony; Psaradakis, Zacharias G.; Sola, Martin - 1998
Persistent link: https://www.econbiz.de/10001354545