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Research
 

Journal Articles

"Bootstrap Unit Root Tests: Comparison and Extensions" (2008), with Franz C. Palm and Jean-Pierre Urbain. Journal of Time Series Analysis, 29 (2), 371-401.    Abstract    Full text available for subscribers via Wiley Interscience

• Additional tables and graphs belonging to "Bootstrap Unit Root Tests: Comparison and Extensions"     PDF

"A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model" (2008), with Franz C. Palm and Jean-Pierre Urbain. Econometric Theory, forthcoming.    Abstract    Full text available for subscribers via Cambridge Journals    Detailed proofs

• Additional simulations belonging to "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model"    PDF

Other Publications

"Bootstrapping unit root tests" (2006). Medium Econometrische Toepassingen, 14 (4), 24-28.    Abstract     PDF

Working Papers

"Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests" (2008), with Franz C. Palm and Jean-Pierre Urbain. METEOR Research Memorandum (RM) 08/048 (under revision).    Abstract    PDF (revised August 2009)

"Detrending Bootstrap Unit Root Tests" (2009). METEOR Research Memorandum (RM) 09/056 .    Abstract    PDF

Work in Progress

"Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility" (2010), with A. M. Robert Taylor.    Abstract   

• Supplement to "Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility": Finite sample results    PDF

"Bootstrap Sequential Tests to Determine the Stationary Units in a Panel" (2010).