BOOTSTRAPPING COVARIATE UNIT ROOT TESTS: AN APPLICATION TO INFLATION RATES

1.Cheng-Feng Lee, :BOOTSTRAPPING COVARIATE UNIT ROOT TESTS: AN APPLICATION TO INFLATION RATES

2.Elliott, G., Jansson, M., 2003. Testing for unit roots with stationary covariates. Journal of Econometrics 115, 75-89.
3.Lee, C. F. and Tsong, C. C. (2009). ‘Bootstrapping covariate stationarity tests for inflation rates’,Economic Modelling, 26, pp. 1443–8.
4.Nankervis, J. C. and Savin, N. E. (1996). ‘The level and power of the bootstrap t test in the AR(1) model with trend’, Journal of Business and Economic Statistics, 14, pp. 161–8.
5.Engle, Robert F. and C.W.J. Granger, 1987, Cointegration and error correction: Representation,estimation and testing, Econometrica 55, 251-276.

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BOOTSTRAPPING COVARIATE UNIT ROOT TESTS: AN APPLICATION TO INFLATION RATES

Testing for unit roots with stationary covariates

Bootstrapping covariate stationarity tests for inflation rates

The level and power of the bootstrap t test in the AR(1) model with trend

Cointegration and error correction: Representation,estimation and testing

谢谢。。。。。。。