Unit root testing via the stationary bootstrap

Journal of Econometrics

Volumn 133, Issue 2, 2006, Pages 601-638

  Parker, Cameron ^a   Paparoditis, Efstathios ^b   Politis, Dimitris N ^c  

^a UNIVERSITY OF SAN DIEGO   (United States)

^b UNIVERSITY OF CYPRUS   (Cyprus)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Autocorrelation; Integrated time series; Resampling; Stationary bootstrap; Unit root testing

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; CORRELATION METHODS; FINITE ELEMENT METHOD; PARAMETER ESTIMATION;

AUTOCORRELATION; INTEGRATED TIME SERIES; RESAMPLING; STATIONARY BOOTSTRAP; UNIT ROOT TESTING;

STATISTICAL TESTS;

EID: 33745889053     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.008     Document Type: Article

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