Bootstrap union tests for unit roots in the presence of nonstationary...
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Stephan Smeekes; A. M. Robert Taylor; Registered author(s): Stephan Smeekes ; Robert Taylor . Abstract. We provide a joint treatment of three major issues that ...
GC : Bootstrap union tests for unit roots in the presence of...
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Stephan Smeekes and A. M. Robert Taylor
Robust block bootstrap panel predictability tests - Taylor ...
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22 Nov — Stephan Smeekes Maastricht University, Maastricht, The Netherlands;. &. Joakim Westerlund Department of Economics, Lund University, Lund, ... › ... › Volume 38, Issue 9
Bootstrap Unit Root Tests: Comparison and Extensions - Franz C. Palm,...
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Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain. METEOR, Maastricht research school of Economics of TEchnology and ORganizations, pages.
Robust Block Bootstrap Panel Predictability Tests - Joakim...
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Most panel data studies of the predictability of returns presume that the cross-sectional units are independent, an assumption that is not realistic. As a...
bootUR: An R Package for Bootstrap Unit Root Tests - arXiv
arxiv.org
by S Smeekes · — Authors:Stephan Smeekes, Ines Wilms · Download PDF. Abstract: Unit root tests form an essential part of any time series analysis. › econ
bootUR: Bootstrap Unit Root Tests
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25 Nov — Maintainer Stephan Smeekes . Description Set of functions to perform various bootstrap unit root tests ... › web › packages › boot...
Bootstrap Unit-Root Tests: Comparison and Extensions by Franz C....
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Stephan Smeekes . affiliation not provided to SSRN. Jean-Pierre Urbain . Maastricht University - Department of Economics ( email) P.O. Box 616 Maastricht, MD
CiteSeerX — Cross-Sectional Dependence Robust Block Bootstrap Panel...
citeseerx.ist.psu.edu
Cross-Sectional Dependence Robust Block Bootstrap Panel ... {Franz C. Palm and Stephan Smeekes and Jean-pierre ... {Cross-Sectional Dependence Robust Block ...
bootstrap union tests for unit roots in the presence of JSTOR
www.jstor.org
by S Smeekes · · Cited by 30 — 424 STEPHAN SMEEKES AND A.M. ROBERT TAYLOR. A third factor surrounds the possible presence of nonstationary volatility in the innovations. › stable
Bootstrapping Nonstationary Time Series - Core
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c Stephan Smeekes, All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form, or by any ...
Bootstrap union tests for unit roots in the presence of nonstationary...
core.ac.uk
Bootstrap union tests for unit roots in the presence of nonstationary volatility. By Stephan Smeekes and A. M. Robert Taylor ...
Oxford Bulletin of Economics and Statistics, Volume 76 Issue 1,...
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On the Applicability of the Sieve Bootstrap in Time Series Panels (pages 139–151) by Stephan Smeekes and Jean-Pierre Urbain.
All web results to the name "Stephan Smeekes"
Robust Block Bootstrap Panel Predictability Tests - Lund ...
portal.research.lu.se
Stephan Smeekes, Joakim Westerlund · Department of Economics. Research output: Contribution to journal › Article › peer-review. 2 Citations (SciVal). › publications
smeekes/bootUR: Bootstrap Unit Root Tests - Rdrr.io
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Maintainer, Stephan Smeekes . License, GPL (>=2). Version, URL, https://github.com/smeekes/bootUR. › github › smeekes › bootUR
Stephan Smeekes - Citations Google Scholarscholar.google.ch › citations
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Stephan Smeekes. Maastricht University. Adresse e-mail validée de maastrichtuniversity.nl - Page d'accueil · EconometricsBootstrapTime Series. ArticlesCitée ...
Stephan Smeekes - Google 学术搜索引用 - Google Scholar
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关注. Stephan Smeekes. Maastricht University. 在 maastrichtuniversity.nl 的电子邮件经过验证 - 首页 · EconometricsBootstrapTime Series. 文章引用次数合著作者 ...
Stephan Smeekes - Google Scholar Citations
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Stephan Smeekes. Maastricht University. Verified email at maastrichtuniversity.nl - Homepage · EconometricsBootstrapTime Series. ArticlesCited byCo-authors ...
Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain. Cross-Sectional...
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1 Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests RM JEL code: C15, ...
Bootstrap sequential tests to determine the stationary units in a...
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Bootstrap sequential tests to determine the stationary units in a panel. Stephan Smeekes. Year of Publication: Authors: Smeekes, Stephan. Publisher ...
Detrending bootstrap unit root tests - EconBiz
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Detrending bootstrap unit root tests. Stephan Smeekes. Year of Publication: Authors: Smeekes, Stephan. Published in: Econometric reviews.- Philadelphia ...
Stephan Smeekes - Бібліографічні посилання Google Академіяscholar.google.com.ua/citations?user=qn9yhL4AAAAJ&hl=uk
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Stephan Smeekes. Maastricht University. Підтверджена електронна адреса в maastrichtuniversity.nl - Домашня сторінка · EconometricsBootstrapTime Series.
A multivariate invariance principle for modified wild bootstrap...
sociorepec.org
Stephan Smeekes: Detrending Bootstrap Unit Root Tests;. 2). Smeekes, Stephan; Taylor, A.M. Robert: BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE ...
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR...
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Full Text. Econometric Theory, 26, 2010, doi: S FRANZ C. PALM, STEPHAN SMEEKES, AND JEAN-PIERRE URBAIN.
Bootstrap Unit Root Tests: Comparison and Extensions | Semantic...
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Franz C. Palm, Stephan Smeekes, J. Urbain; Published In this article, we study and compare the properties of several bootstrap unitroot tests recently ...
Cross-sectional dependence robust block bootstrap panel unit root...
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less. Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain · Details · Authors ...
2013 Joint Statistical Meetings - Celebrating the International Year...
ww2.amstat.org
9:05 AM, Unit Root Testing Using Modified Wild Bootstrap Methods — Jean-Pierre Urbain, Maastricht University ; Stephan Smeekes, Maastricht University.
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY...
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BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY - Volume 28 Issue 2 - Stephan Smeekes, A.M. Robert Taylor
On the Applicability of the Sieve Bootstrap in Time Series Panels* |...
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On the Applicability of the Sieve Bootstrap in Time Series Panels* Stephan Smeekes, Pierre Urbain. Oxford Bulletin of Economics and Statistics.
(PDF) Bootstrap Unit-Root Tests: Comparison and Extensions | Franz...
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Bootstrap Unit-Root Tests: Comparison and Extensions
Robust block bootstrap panel predictability tests - DRO
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Copyright notice, ©2018, Stephan Smeekes and Joakim Westerlund. Free to Read? Yes. Persistent URL, http://hdl.handle.net DRO/DU: ...
On the Applicability of the Sieve Bootstrap in Time Series Panels*
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In this article, we investigate the validity of the univariate autoregressive sieve bootstrap applied to time series panels characterized by general forms of...
Robust Block Bootstrap Panel Predictability Tests - Lund University
portal.research.lu.se
Joakim Westerlund; Stephan Smeekes. Organisations. Department of Economics. External organisations. Maastricht University. Research areas and keywords ...
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