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Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017
Persistent link: https://www.econbiz.de/10011643222
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A justification of conditional confidence intervals
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - 2017
Persistent link: https://www.econbiz.de/10011732594
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Detrending bootstrap unit root tests
Smeekes, Stephan - 2009
Persistent link: https://www.econbiz.de/10003938598
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Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan; Taylor, Robert - 2010
Persistent link: https://www.econbiz.de/10003985793
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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
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Bootstrap sequential tests to determine the stationary units in a panel
Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10008840677
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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 - 2011
Persistent link: https://www.econbiz.de/10009389930
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On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan; Urbain, Jean-Pierre - 2011
Persistent link: https://www.econbiz.de/10009389935
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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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