Bootstrapping unit root tests

Bootstrap Methods: Another Look at the Jackknife

1979 • 16,552 citations

Testing the null hypothesis of stationarity against the alternative of a unit root

1992 • 11,969 citations

Critical values for cointegration tests

2010 • 2,719 citations

The Jackknife and the Bootstrap for General Stationary Observations

1989 • 2,213 citations

The Stationary Bootstrap

1994 • 2,211 citations

Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

1986 • 1,757 citations

Long-Run Economic Relationships

1991 • 732 citations

Tests for Unit Roots: A Monte Carlo Investigation

1989 • 478 citations

Sieve Bootstrap for Time Series

1997 • 455 citations

Testing the random walk hypothesis

1985 • 362 citations

A critique of the application of unit root tests

1991 • 318 citations

Bootstrapping Unstable First-Order Autoregressive Processes

1991 • 262 citations

Edgeworth Correction by Bootstrap in Autoregressions

1988 • 241 citations

Chapter 46 Unit roots, structural breaks and trends

1994 • 201 citations

Trends and Random Walks in Macroeconomic Time Series: A Re-Examination

1992 • 160 citations

Searching for a Break in GNP

1992 • 121 citations

COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING¹

1990 • 83 citations

Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes

1991 • 82 citations

Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

1996 • 77 citations

A note on the distribution of the least squares estimator of a random walk with drift

1989 • 63 citations

DICKEY-FULLER TESTS WITH DRIFT

1988 • 32 citations

Small Sample Testing For Unit Roots^†

1992 • 29 citations

The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests

1995 • 1 citations