Add to ORKGIn this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We provide the bootstrap functional limit theory needed to prove the asymptotic validity of these tests both for independent and autoregressive errors; in this case, the usual corrections due to innovations dependence can be avoided. We also present a power empirical study comparing these tests with existing alternative methods
The purpose of this study is to investigate the asymptotics of a first order auto regressive unit ro...
Abstract: In this paper I propose a Likelihood Ratio test for a unit root (LR) with a local-to-unity...
This paper considers the use of bootstrap methods for the test of the unit root hypothesis for a tim...
In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We pr...
In this paper we propose a new bootstrap test for unit roots in first order autoregressive models ba...
In this paper we propose a new bootstrap test for unit roots in first-order autoregressive models ba...
We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unsta...
This paper presents two contributions to the problem of testing the presence of a unit root in an au...
We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unsta...
There is a growing literature on unit root testing in threshold autoregressive models. This paper ma...
In this paper we propose a new bootstrap test for unit roots in rst-order autoregressive models base...
This paper examines bootstrap tests of the null hypothesis of an autoregressive unit root in models ...
Bootstrap-based unit root tests are a viable alternative to asymptotic distribution-based procedures...
This paper proposes bootstrap tests for the presence of unit roots in a seasonal autoregressive mode...
This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-...
The purpose of this study is to investigate the asymptotics of a first order auto regressive unit ro...
Abstract: In this paper I propose a Likelihood Ratio test for a unit root (LR) with a local-to-unity...
This paper considers the use of bootstrap methods for the test of the unit root hypothesis for a tim...
In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We pr...
In this paper we propose a new bootstrap test for unit roots in first order autoregressive models ba...
In this paper we propose a new bootstrap test for unit roots in first-order autoregressive models ba...
We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unsta...
This paper presents two contributions to the problem of testing the presence of a unit root in an au...
We propose abootstrap resampling scheme for the least squares estimator of the parameter of an unsta...
There is a growing literature on unit root testing in threshold autoregressive models. This paper ma...
In this paper we propose a new bootstrap test for unit roots in rst-order autoregressive models base...
This paper examines bootstrap tests of the null hypothesis of an autoregressive unit root in models ...
Bootstrap-based unit root tests are a viable alternative to asymptotic distribution-based procedures...
This paper proposes bootstrap tests for the presence of unit roots in a seasonal autoregressive mode...
This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-...
The purpose of this study is to investigate the asymptotics of a first order auto regressive unit ro...
Abstract: In this paper I propose a Likelihood Ratio test for a unit root (LR) with a local-to-unity...
This paper considers the use of bootstrap methods for the test of the unit root hypothesis for a tim...