-
1
-
-
0000305808
-
Exactly median-unbiased estimation of first order autoregressive/unit root models
-
Andrews, D.W.K. (1993) Exactly median-unbiased estimation of first order autoregressive/unit root models. Econometrica 61(1), 139-165.
-
(1993)
Econometrica
, vol.61
, Issue.1
, pp. 139-165
-
-
Andrews, D.W.K.1
-
2
-
-
84952544089
-
Approximately median-unbiased estimation of autoregressive models
-
Andrews, D.W.K. & H.-Y. Chen (1994) Approximately median-unbiased estimation of autoregressive models. Journal of Business & Economic Statistics 12(2), 187-204.
-
(1994)
Journal of Business & Economic Statistics
, vol.12
, Issue.2
, pp. 187-204
-
-
Andrews, D.W.K.1
Chen, H.-Y.2
-
3
-
-
65949101037
-
Hybrid and size-corrected subsample methods
-
Andrews, D.W.K. & P. Guggenberger (2009) Hybrid and size-corrected subsample methods. Econometrica 77(3), 721-762.
-
(2009)
Econometrica
, vol.77
, Issue.3
, pp. 721-762
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
4
-
-
65949121440
-
Asymptotic size and a problem with subsampling and with the m out of n bootstrap
-
Andrews, D.W.K. & P. Guggenberger (2010) Asymptotic size and a problem with subsampling and with the m out of n bootstrap. Econometric Theory 26, 426-468.
-
(2010)
Econometric Theory
, vol.26
, pp. 426-468
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
5
-
-
0000487450
-
Bootstrapping unstable first-order autoregressive processes
-
Basawa, I.V., A.K. Mallik, W.P. McCormick, J.H. Reeves, & R.L. Taylor (1991) Bootstrapping unstable first-order autoregressive processes. Annals of Statistics 19(2), 1098-1101.
-
(1991)
Annals of Statistics
, vol.19
, Issue.2
, pp. 1098-1101
-
-
Basawa, I.V.1
Mallik, A.K.2
McCormick, W.P.3
Reeves, J.H.4
Taylor, R.L.5
-
6
-
-
0001029192
-
Edgeworth correction by bootstrap in autoregressions
-
Bose, A. (1988) Edgeworth correction by bootstrap in autoregressions. Annals of Statistics 16(4), 1709-1722.
-
(1988)
Annals of Statistics
, vol.16
, Issue.4
, pp. 1709-1722
-
-
Bose, A.1
-
7
-
-
0004256573
-
-
Addison-Wesley Series in Statistics
-
Breiman, L. (1992) Probability. Addison-Wesley Series in Statistics.
-
(1992)
Probability
-
-
Breiman, L.1
-
8
-
-
0040122116
-
The grid bootstrap and the autoregressive model
-
Hansen, B.E. (1999) The grid bootstrap and the autoregressive model. Review of Economics and Statistics 81(4), 594-607.
-
(1999)
Review of Economics and Statistics
, vol.81
, Issue.4
, pp. 594-607
-
-
Hansen, B.E.1
-
9
-
-
0000367265
-
Weak limit theorems for stochastic integrals and stochastic differential equations
-
Kurtz, T.G. & P. Protter (1991)Weak limit theorems for stochastic integrals and stochastic differential equations. Annals of Probability 19(3), 1035-1070.
-
(1991)
Annals of Probability
, vol.19
, Issue.3
, pp. 1035-1070
-
-
Kurtz, T.G.1
Protter, P.2
-
10
-
-
34547665221
-
Uniform inference in autoregressive models
-
Mikusheva, A. (2007) Uniform inference in autoregressive models. Econometrica 75(5), 1411-1452.
-
(2007)
Econometrica
, vol.75
, Issue.5
, pp. 1411-1452
-
-
Mikusheva, A.1
-
11
-
-
84890634099
-
The Skorokhod embedding problem and its offspring
-
Obloj, J. (2004) The Skorokhod embedding problem and its offspring. Probability Surveys 1, 321-392.
-
(2004)
Probability Surveys
, vol.1
, pp. 321-392
-
-
Obloj, J.1
-
12
-
-
84860516467
-
Unit roots in white noise
-
Onatski, A. & H. Uhlig (2012) Unit roots in white noise. Econometric Theory 28(3), 485-508.
-
(2012)
Econometric Theory
, vol.28
, Issue.3
, pp. 485-508
-
-
Onatski, A.1
Uhlig, H.2
-
13
-
-
0242583204
-
Bootstrap unit root tests
-
Park, J.Y. (2003) Bootstrap unit root tests. Econometrica 71(6), 1845-1895.
-
(2003)
Econometrica
, vol.71
, Issue.6
, pp. 1845-1895
-
-
Park, J.Y.1
-
14
-
-
33745874415
-
A bootstrap theory for weakly integrated processes
-
Park, J.Y. (2006) A bootstrap theory for weakly integrated processes. Journal of Econometrics 133(2), 639-672.
-
(2006)
Journal of Econometrics
, vol.133
, Issue.2
, pp. 639-672
-
-
Park, J.Y.1
-
15
-
-
84974224255
-
Asymptotic expansions in nonstationary vector autoregressions
-
Phillips, P.C.B. (1987a) Asymptotic expansions in nonstationary vector autoregressions. Econometric Theory 3(1), 45-68.
-
(1987)
Econometric Theory
, vol.3
, Issue.1
, pp. 45-68
-
-
Phillips, P.C.B.1
-
16
-
-
0000308535
-
Time series regression with a unit root
-
Phillips, P.C.B. (1987b) Time series regression with a unit root. Econometrica 55(2), 277-301.
-
(1987)
Econometrica
, vol.55
, Issue.2
, pp. 277-301
-
-
Phillips, P.C.B.1
-
17
-
-
77956890713
-
Toward a unified asymptotic theory for autoregression
-
Phillips, P.C.B. (1987c) Toward a unified asymptotic theory for autoregression. Biometrika 74(3), 535-547.
-
(1987)
Biometrika
, vol.74
, Issue.3
, pp. 535-547
-
-
Phillips, P.C.B.1
-
18
-
-
84986376784
-
Bayesian routes and unit roots: De Rebus Prioribus Semper Est Disputandum
-
Phillips, P.C.B. (1991) Bayesian routes and unit roots: De Rebus Prioribus Semper Est Disputandum. Journal of Applied Econometrics 6, 435-473.
-
(1991)
Journal of Applied Econometrics
, vol.6
, pp. 435-473
-
-
Phillips, P.C.B.1
-
21
-
-
0039925680
-
Confidence intervals for the largest autoregressive root in US macroeconomic time series
-
Stock, J. (1991) Confidence intervals for the largest autoregressive root in US macroeconomic time series. Journal of Monetary Economics 28, 435-459.
-
(1991)
Journal of Monetary Economics
, vol.28
, pp. 435-459
-
-
Stock, J.1
|