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Detrending bootstrap unit root tests
Smeekes, Stephan - In: Econometric reviews 32 (2013) 8, pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
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Detrending Bootstrap Unit Root Tests
Smeekes, Stephan - In: Econometric reviews 32 (2013) 8, pp. 869-891
Persistent link: https://www.econbiz.de/10010091257
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric; Lin, Yicong; Smeekes, Stephan - In: Econometric reviews 42 (2023) 2, pp. 195-219
Persistent link: https://www.econbiz.de/10014305491