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Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2008
Persistent link: https://www.econbiz.de/10003921438
Saved in:
2
A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2014
Persistent link: https://www.econbiz.de/10010386007
Saved in:
3
Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10009270441
Saved in:
4
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
Saved in:
5
Bootstrap unit root tests : comparison and extensions
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2006
Persistent link: https://www.econbiz.de/10003319915
Saved in:
6
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2017
Persistent link: https://www.econbiz.de/10011643222
Saved in:
7
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Saved in:
8
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Econometric theory
26
(
2010
)
3
,
pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
Saved in:
9
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2007
Persistent link: https://www.econbiz.de/10003647697
Saved in:
10
Error correction models for aggregate imports : the case of two small open European economies
Urbain, Jean-Pierre
-
1988
Persistent link: https://www.econbiz.de/10000814401
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