On bootstrap implementation of likelihood ratio test for a unit root
Author:
Funder
Russian Science Foundation
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. Bootstrapping unstable first-order autoregressive processes;Basawa;Ann. Statist.,1991
2. Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes;Basawa;Comm. Statist. Theory Methods,1991
3. Improved likelihood ratio tests for cointegration rank in the VAR model;Boswijk;J. Econometrics,2015
4. Bootstrap unit root tests for time series with nonstationary volatility;Cavaliere;Econometric Theory,2008
5. Bootstrap M unit root tests;Cavaliere;Econometric Rev.,2009
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