Small Sample Testing For Unit Roots†

Author:

Harris R. I. D.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference30 articles.

1. ‘Exploring Equilibrium Relationships in Econometrics through Static Models’;Banerjee;BULLETIN,1986

2. ‘Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing’;Blangiewicz;BULLETIN,1990

3. ‘Bootstrapping Explosive Autoregressive Processes’;Basawa;The Annals of Statistics,1989

4. ‘Bootstrapping Unstable First-Order Autoregressive Processes’;Basawa;The Annals of Statistics,1991a

5. ‘Bootstrap Test of Significance and Sequential Bootstrap Estimation for Unstable First Order Autoregressive Processes’;Basawa;Communications in Statistics: Theory & Methods,1991b

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