SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Unit root bootstrap tests under infinite variance
16 references·1 citing·27 second hop
Unit root bootstrap tests under infinite variance (2011)Unit root bootstrap tests under infinite …Bootstrap Unit‐Root Tests: Comparison and Extensions (2008)Bootstrap Unit‐Root Tests: Co…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Bootstrapping Unit Root Tests for Autoregressive Time Series (2005)Bootstrapping Unit Root Tests…A Sieve Bootstrap For The Test Of A Unit Root (2003)A Sieve Bootstrap For The Tes…Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (2001)Bootstrap Tests for an Autore…Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochasti…Unit root bootstrap tests for AR (1) models (1996)Unit root bootstrap tests for…Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors (1996)Asymptotic Theory of LAD Esti…Testing for unit roots in autoregressive moving average models (1991)Testing for unit roots in aut…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Testing for Unit Roots: 2 (1984)Testing for Unit Roots: 2Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Gini-based unit root test (2014)A Gini-based unit root testA Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The size and power of the variance ratio test in finite samples (1989)Small sample properties of forecasts from autoregressive models under structural breaks (2004)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Testing the random walk hypothesis (1985)Do we reject too often? (1986)Chapter 46 Unit roots, structural breaks and trends (1994)Bootstrap unit root tests in panels with cross-sectional dependency (2003)Residual-Based Block Bootstrap for Unit Root Testing (2003)Testing for unit roots in short panels allowing for a structural break (2012)Testing for unit roots in heterogeneous panels (2003)Does Option Compensation Increase Managerial Risk Appetite? (2000)Range‐Based Estimation of Stochastic Volatility Models (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1998Brownian Motion and Stochastic Calculus2,043 cited
  • 1981Testing For Unit Roots: 1398 cited
  • 1984Testing for Unit Roots: 2245 cited
  • 2003A Sieve Bootstrap For The Test Of A Unit Root151 cited
  • 1991Testing for unit roots in autoregressive moving average models119 cited
  • 2008Bootstrap Unit‐Root Tests: Comparison and Extensions90 cited
  • 1996Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors79 cited
  • 1996Unit root bootstrap tests for AR (1) models60 cited
  • 2005Bootstrapping Unit Root Tests for Autoregressive Time Series51 cited
  • 2001Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

48 cited

Cited by

  • 2014A Gini-based unit root test13 cited