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Bootstrapping Unit Root Tests...
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Zeitreihenanalyse
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Politis, Dimitris N.
22
Paparoditis, Efstathios
12
McElroy, Tucker
5
McMurry, Timothy L.
2
Neumann, Michael H.
2
Parker, Cameron
2
Romano, Joseph P.
2
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1
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Handbook of financial time series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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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
Saved in:
2
Resampling and subsampling for financial time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Handbook of financial time series
,
(pp. 983-999)
.
2009
Persistent link: https://www.econbiz.de/10003834282
Saved in:
3
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
Saved in:
4
Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
Saved in:
5
A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
Saved in:
6
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
Saved in:
7
Validating stationarity assumptions in time series analysis by rolling local periodograms
Paparoditis, Efstathios
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 839-851
Persistent link: https://www.econbiz.de/10008736833
Saved in:
8
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
Saved in:
9
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761413
Saved in:
10
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
- In:
Annals of economics and finance
5
(
2004
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10002544919
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