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A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates
Peretti, Christian de; Siani, Carole; Cerrato, Mario - 2010
Persistent link: https://www.econbiz.de/10003948013
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A note on bootstrapping unit root tests in the presence of a non-zero drift
Giersbergen, Noud P. A. van - In: Economics letters 78 (2003) 2, pp. 259-265
Persistent link: https://www.econbiz.de/10001728258
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On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998
Persistent link: https://www.econbiz.de/10010344368
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Maximum Non-Extensive Entropy Block Bootstrap for Non-Stationary Processes
Bergamelli, Michele - 2015
In this paper, we propose a novel entropy-based resampling scheme valid for non-stationary data. In particular, we identify the reason for the failure of the original entropy-based algorithm of Vinod and Lopez-de Lacalle (2009) to be the perfect rank correlation between the actual and...
Persistent link: https://www.econbiz.de/10013025071
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Maximum non-extensive entropy block bootstrap for non-stationary processes
Bergamelli, Michele; Novotný, Jan; Urga, Giovanni - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 115-139
Persistent link: https://www.econbiz.de/10011775788
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Maximum non-extensive entropy block bootstrap for non-stationary processes
Bergamelli, Michele; Novotný, Jan; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440751
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New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin - In: Computational economics 63 (2024) 5, pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
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Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun - In: Applied economics 45 (2013) 22/24, pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
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On the power and interpretation of panel unit root tests
Karlsson, Sune; Löthgren, Mickael - 1999
Persistent link: https://www.econbiz.de/10000168495
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The accuracy of normal approximation in a heterogeneous panel data unit root test
Jönsson, Kristian - In: Statistical papers 49 (2008) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003715392