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Bootstrap unit root tests : co...
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81
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
82
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
83
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
Saved in:
84
Bootstrapping unit root tests with covariates
Chang, Yoosoon
;
Sickles, Robin C.
;
Song, Wonho
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011795024
Saved in:
85
HEGY test under seasonal heterogeneity
Zou, Nan
;
Politis, Dimitris N.
-
2016
Persistent link: https://www.econbiz.de/10011798346
Saved in:
86
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
Saved in:
87
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
Saved in:
88
Bootstrap model averaging unit root inference
Hansen, Bruce E.
;
Racine, Jeffrey
-
2018
Persistent link: https://www.econbiz.de/10011823697
Saved in:
89
Maximum non-extensive entropy block bootstrap for non-stationary processes
Bergamelli, Michele
;
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440751
Saved in:
90
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
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