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Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - 2000

Persistent link: https://www.econbiz.de/10001512323

Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components

Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926

Persistent link: https://www.econbiz.de/10001548342

Nonlinear IV unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - In: Journal of econometrics 110 (2002) 2, pp. 261-292

Persistent link: https://www.econbiz.de/10001703514

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

Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - 2000

Persistent link: https://www.econbiz.de/10001462916

Nonlinear econometric models with cointegrated and deterministically trending regressors

Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10001612277

Nonlinear instrumental variable estimation of an autoregression

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001

Persistent link: https://www.econbiz.de/10001618853

Nonlinear instrumental variable estimation of an autoregression

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of econometrics 118 (2004) 1/2, pp. 219-246

Persistent link: https://www.econbiz.de/10001823127

On the asymptotics of ADF tests for unit roots

Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 21 (2002) 4, pp. 431-447

Persistent link: https://www.econbiz.de/10001718224

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