Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

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Bootstrapping Unit Root Tests for Autoregressive Time Series (2005, methodology): “For finite-order autoregressions, such an approach has been proposed by, among others, Nankervis and Savin (1996), Angelis, Fachin, and Young (1997), Psaradakis (2000), and Park (2003) (see also Li and Maddala 1996).”
Bootstrapping unit root tests for integrated processes (2003, unknown): “Psaradakis (2001) provides more details.”
Bootstrap Methods for Time Series (2003, background): “For a bootstrap test for a unit root in autoregressions with weakly dependent errors, see Psaradakis (2001).”
Residual‐Based Block Bootstrap for Unit Root Testing (2003, methodology): “The ADF ∗ ̂DF C test is also compared with a test based on a ‘sieve bootstrap’ approach (cf. Chang and Park (2001), Psaradakis (2001)) which is denoted by ADF SIEVE ̂DF C .”
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (2003, methodology): “In accordance with the theoretical structure in (10)—(11), we argue that an explanation for these rejections of the UFER hypothesis may lie with the risk premium being subject to discrete Markov shifts.”
Bootstrap Unit‐Root Tests: Comparison and Extensions (2008, methodology): “Psaradakis (2001), furthermore, needs the following assumption on the order of the autoregression: Assumption 2.”