Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Psaradakis, Zacharias
2003.
A sieve bootstrap test for stationarity.
Statistics & Probability Letters,
Vol. 62,
Issue. 3,
p.
263.
Park, Joon Y.
2003.
Bootstrap Unit Root Tests.
Econometrica,
Vol. 71,
Issue. 6,
p.
1845.
Chang, Yoosoon
2004.
Bootstrap unit root tests in panels with cross-sectional dependency.
Journal of Econometrics,
Vol. 120,
Issue. 2,
p.
263.
Burridge, Peter
and
Robert Taylor, A.M.
2004.
Bootstrapping the HEGY seasonal unit root tests.
Journal of Econometrics,
Vol. 123,
Issue. 1,
p.
67.
Koenker, Roger
and
Xiao, Zhijie
2004.
Unit Root Quantile Autoregression Inference.
Journal of the American Statistical Association,
Vol. 99,
Issue. 467,
p.
775.
Drine, Imed
and
Rault, Christophe
2006.
Panel Data Econometrics - Theoretical Contributions and Empirical Applications.
Vol. 274,
Issue. ,
p.
307.
Seo, Myunghwan
2006.
Bootstrap testing for the null of no cointegration in a threshold vector error correction model.
Journal of Econometrics,
Vol. 134,
Issue. 1,
p.
129.
Park, Joon Y.
2006.
A bootstrap theory for weakly integrated processes.
Journal of Econometrics,
Vol. 133,
Issue. 2,
p.
639.
Chang, Yoosoon
Park, Joon Y.
and
Song, Kevin
2006.
Bootstrapping cointegrating regressions.
Journal of Econometrics,
Vol. 133,
Issue. 2,
p.
703.
Kapetanios, George
2007.
Dynamic factor extraction of cross‐sectional dependence in panel unit root tests.
Journal of Applied Econometrics,
Vol. 22,
Issue. 2,
p.
313.
Dees, Stephane
Holly, Sean
Pesaran, M. Hashem
and
Smith, L. Vanessa
2007.
Long Run Macroeconomic Relations in the Global Economy.
Economics,
Vol. 1,
Issue. 1,
Baillie, Richard T
and
Kapetanios, George
2007.
Testing for Neglected Nonlinearity in Long-Memory Models.
Journal of Business & Economic Statistics,
Vol. 25,
Issue. 4,
p.
447.
Rault, Christophe
and
Afonso, Antonio
2007.
What Do We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic.
SSRN Electronic Journal,
Herwartz, H.
and
Siedenburg, F.
2008.
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap.
Computational Statistics & Data Analysis,
Vol. 53,
Issue. 1,
p.
137.
Palm, Franz C.
Smeekes, Stephan
and
Urbain, Jean‐Pierre
2008.
Bootstrap Unit‐Root Tests: Comparison and Extensions.
Journal of Time Series Analysis,
Vol. 29,
Issue. 2,
p.
371.
Drine, Imed
and
Rault, Christophe
2008.
PURCHASING POWER PARITY FOR DEVELOPING AND DEVELOPED COUNTRIES. WHAT CAN WE LEARN FROM NON‐STATIONARY PANEL DATA MODELS?.
Journal of Economic Surveys,
Vol. 22,
Issue. 4,
p.
752.
Baillie, Richard T.
and
Kapetanios, George
2008.
Nonlinear models for strongly dependent processes with financial applications.
Journal of Econometrics,
Vol. 147,
Issue. 1,
p.
60.
Afonso, António
and
Rault, Christophe
2008.
Fiscal Sustainability in the EU: A Panel Data Diagnostic.
SSRN Electronic Journal,
Seo, Myung Hwan
2008.
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP.
Econometric Theory,
Vol. 24,
Issue. 6,
p.
1699.
Gerolimetto, Margherita
and
Procidano, Isabella
2008.
A test for fractional cointegration using the sieve bootstrap.
Statistical Methods and Applications,
Vol. 17,
Issue. 3,
p.
373.