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Unit Root Test in a Threshold Autoregression : Asymptotic Theory and Residual-Based Block Bootstrap
Seo, Myunghwan, (2008)
Second Order Expansion of T-Statistic in Autoregressive Models
Mikusheva, Anna, (2007)
The Uniform Validity of Impulse Response Inference in Autoregressions
Inoue, Atsushi, (2019)
The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis, (2005)
Size and power of the error correction model cointegration test : a bootstrap approach
Mantalos, Panagiotis, (1998)
The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis
Mantalos, Panagiotis, (2010)