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Residual-based GARCH bootstrap and second order asymptotic refinement

Jeong, Minsoo - In: Econometric theory 33 (2017) 3, pp. 779-790

Persistent link: https://www.econbiz.de/10011810204

An invariance principle for sieve bootstrap in time series

Park, Joon Y. - In: Econometric theory 18 (2002) 2, pp. 469-490

Persistent link: https://www.econbiz.de/10001661308

A bootstrap theory for weakly integrated processes

Park, Joon Y. - In: Journal of econometrics 133 (2006) 2, pp. 639-672

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Bootstrap unit root tests

Park, Joon Y. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1845-1895

Persistent link: https://www.econbiz.de/10001841366

Bootstrapping cointegrating regressions

Chang, Yoosoon; Park, Joon Y.; Song, Kyungchul - In: Journal of econometrics 133 (2006) 2, pp. 703-739

Persistent link: https://www.econbiz.de/10003359625

Robust model selection in dynamic models with an application to comparing predictive accuracy

Choi, Hwan-sik (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003412836

A Sieve Bootstrap for the Test of a Unit Root

Chang, Yoosoon; Park, Joon - 2003

In this paper, we consider a sieve bootstrap for the test of a unit root in models driven by general linear processes. The given model is first approximated by a finite autoregressive integrated process of order increasing with the sample size, and then the method of bootstrap is applied for the...

Persistent link: https://www.econbiz.de/10014076945