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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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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
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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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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
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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
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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
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Bootstrap unit root tests : comparison and extensions
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - 2006
Persistent link: https://www.econbiz.de/10003319915
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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
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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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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