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Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices

Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-744

Persistent link: https://www.econbiz.de/10009311779

Undersampling continuous random fields and a Bernstein inequality

Bertail, Patrice; Politis, Dimitris N.; Rhomari, N. - 1996

Persistent link: https://www.econbiz.de/10000945838

The asymptotic size and power of the augmented Dickey-Fuller test for a unit root

Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973

Persistent link: https://www.econbiz.de/10012040423

Tapered block bootstrap for unit root testing

Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of time series econometrics 7 (2015) 1, pp. 37-67

Persistent link: https://www.econbiz.de/10010510047

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

Block bootstrap theory for multivariate integrated and cointegrated processes

Jentsch, Carsten; Paparoditis, Efstathios; Politis, … - 2014

We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme applied to a full rank integrated process, succeeds in estimating...

Persistent link: https://www.econbiz.de/10011490558