Unit root testing via the stationary bootstrap

By Cameron Parker, Efstathios Paparoditis, Dimitris Nicolas Politis. 2006

74 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ea88f1d03a14e8c05058ca39255ca7793cb21d1b

How researchers see this paper

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

In Finance

1. Carsten Jentsch
2. S. Rao
3. Michael Vogt
4. Holger Dette
5. Rainer Dahlhaus
6. Piotr Fryzlewicz

In Statistics and Probability

1. Carsten Jentsch
2. S. Rao

Citations in the corpus

• A test for second order stationarity of a multivariate time series (2015, background): “It is interesting to note that Parker, Paparoditis, and Politis (2005) proposed a unit root test based on the stationary bootstrap.”