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Bootstrap approach
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MacKinnon, James G.
64
Cavaliere, Giuseppe
51
Gonçalves, Sílvia
42
Kleijnen, Jack P. C.
39
Davidson, Russell
37
Kilian, Lutz
37
Taylor, Robert
37
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36
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34
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33
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30
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Chernozhukov, Victor
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Kim, Jae H.
26
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Chen, Xiaohong
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Smeekes, Stephan
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Nielsen, Morten Ørregaard
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Simar, Léopold
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Inoue, Atsushi
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Romano, Joseph P.
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Camponovo, Lorenzo
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Hatemi-J, Abdulnasser
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Härdle, Wolfgang
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White, Halbert
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Zelenyuk, Valentin
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Kapetanios, George
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Journal of econometrics
194
Economics letters
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Queen's Economics Department working paper
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Economic modelling
36
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The econometrics journal
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International journal of forecasting
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Cowles Foundation discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Center for Economic Research, Tilburg University
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Applied economics letters
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European journal of operational research : EJOR
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Cowles Foundation Discussion Paper
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Journal of banking & finance
18
Journal of empirical finance
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Journal of productivity analysis
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Computational economics
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Journal of applied econometrics
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Econometrics : open access journal
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Working paper series
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Insurance / Mathematics & economics
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Journal of the American Statistical Association : JASA
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Finance research letters
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ECONIS (ZBW)
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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
Saved in:
2
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
3
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
4
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
Saved in:
5
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
Saved in:
6
Are real exchange rates non-stationary? : The Pacific Basin perspective
Wu, Jyh-lin
;
Tsai, Li-Ju
;
Chen, Show-lin
- In:
Journal of Asian economics
15
(
2004
)
2
,
pp. 425-438
Persistent link: https://www.econbiz.de/10002119091
Saved in:
7
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
Saved in:
8
A bootstrap theory for weakly integrated processes
Park, Joon Y.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 639-672
Persistent link: https://www.econbiz.de/10003359614
Saved in:
9
Structural breaks in iron-ore prices : the impact of the 1973 oil crisis
Angelov, Nikolay
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305287
Saved in:
10
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
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