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Unit root testing via the continuous-path block bootstrap

Paparoditis, Efstathios; Politis, Dimitris N. - 2001

Persistent link: https://www.econbiz.de/10001574547

Residual-based block bootstrap for unit root testing

Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 813-855

Persistent link: https://www.econbiz.de/10001769225

Bootstrapping unit root tests for autoregressive time series

Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553

Persistent link: https://www.econbiz.de/10002929370

Tapered block bootstrap for unit root testing

Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of time series econometrics 7 (2015) 1, pp. 37-67

Persistent link: https://www.econbiz.de/10010510047

Unit root testing via the stationary bootstrap

Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of econometrics 133 (2006) 2, pp. 601-638

Persistent link: https://www.econbiz.de/10003359595

The asymptotic size and power of the augmented Dickey-Fuller test for a unit root

Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973

Persistent link: https://www.econbiz.de/10012040423

Unit Root Testing Via the Continuous-Path Block Bootstrap

Paparoditis, Efstathios; Politis, Dimitris N. - 2001

A new resampling procedure, the continuous-path block bootstrap, is proposed in the context of testing for integrated (unit root) time series. The continuous-path block bootstrap (CBB) is a nonparametric procedure that successfully generates unit root integrated pseudo time series retaining the...

Persistent link: https://www.econbiz.de/10014133085