Browsing by Subject "Integrated series"

Now showing items 1-4 of 4

    • Article  

      Bootstrapping unit root tests for autoregressive time series 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)
      The theory developed for bootstrapping unit root tests in an autoregressive (AR) context has been concerned mainly with the large-sample behavior of the methods proposed under the assumption that the null hypothesis is ...
    • Article  

      Inference for autocorrelations in the possible presence of a unit root 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2004)
      We consider the problem of making inference for the autocorrelations of a time series in the possible presence of a unit root. Even when the underlying series is assumed to be strictly stationary, the robustness against a ...
    • Article  

      Residual-based block bootstrap for unit root testing 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based block bootstrap for unit root testingAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...