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A Sieve Bootstrap for the Test...
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ECONIS (ZBW)
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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
Saved in:
2
Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
-
2000
Persistent link: https://www.econbiz.de/10001512323
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3
Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 263-293
Persistent link: https://www.econbiz.de/10002028633
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4
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
Saved in:
5
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
Saved in:
6
A bootstrap theory for weakly integrated processes
Park, Joon Y.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 639-672
Persistent link: https://www.econbiz.de/10003359614
Saved in:
7
Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
-
2000
Persistent link: https://www.econbiz.de/10001462916
Saved in:
8
Bootstrapping unit root tests with covariates
Chang, Yoosoon
;
Sickles, Robin C.
;
Song, Wonho
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011795024
Saved in:
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