Bootstrapping Unit Root Tests for Autoregressive Time Series

57 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Bootstrap Methods for Time Series (2003, methodology): “Finally, Franke et al. (2006) considered the application of the bootstrap to order selection in autoregression, and Paparoditis and Politis (2005) considered bootstrap methods for unit root testing in autoregressions.”
Bootstrap Unit‐Root Tests: Comparison and Extensions (2008, unknown): “For finite-order AR(p) processes, Paparoditis and Politis (2005) show that under fixed alternatives the bootstrap distribution of the residual-based sieve bootstrap coefficient test is the same as that under the null.”
The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (2008, methodology): “The RBB bootstrap has been developed for non-stationary time series by Paparoditis and Politis (2003). The first two methods obtain white noise bootstrap replications of residuals due to pre-whitening and the latter is based on re-sampling blocks of residuals to preserve the serial correlation struc”
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain (2011, background): “Bühlmann [6], Lahiri [36] and Politis [50] give reviews of the state-of-the-art in resampling time series and dependent data.”