BootstrapMUnit Root Tests
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474930802467167
Reference36 articles.
1. Evaluation of a three-step method for choosing the number of bootstrap repetitions
2. Bootstrapping Unstable First-Order Autoregressive Processes
3. Consistent Autoregressive Spectral Estimates
4. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
5. A Sieve Bootstrap For The Test Of A Unit Root
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