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Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E. - In: The econometrics journal 8 (2005) 3, pp. 323-351
Persistent link: https://www.econbiz.de/10003209129
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Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E. - In: The econometrics journal 8 (2005) 3, pp. 323-351
Persistent link: https://www.econbiz.de/10007429839
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Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E. - In: Econometrics Journal 8 (2005) 3, pp. 323-351
In this paper, we build on the "residual-based block bootstrap unit root testing" (RBB) method, proposed by Paparoditis and Politis (2003). We develop an extension of this method to allow for bootstrap unit root testing in a model defined by an augmented Dickey--Fuller (ADF) equation that...
Persistent link: https://www.econbiz.de/10005405450
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Akaike’s information criterion correction for the least‐squares autoregressive spectral estimator
Ioannidis, Evangelos E. - In: Journal of Time Series Analysis 32 (2011) 6, pp. 618-630
Persistent link: https://www.econbiz.de/10011036608