5 citations · 9 across the 10 of their papers we have counts for
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stat.ME2016
Linear Process Bootstrap Unit Root Test
Nan Zou, Dimitris Politis
One of the most widely applied unit root test, Phillips-Perron test, enjoys in general highpowers, but suffers from size distortions when moving average noise exists. As a remedy,…
stat.ME2016
Bootstrap Seasonal Unit Root Test under Periodic Variation
Nan Zou, Dimitris N. Politis
Both seasonal unit roots and periodic variation can be prevalent in seasonal data. When testing seasonal unit roots under periodic variation, the validity of the existing methods,…
stat.ME2016★ 4 cited
On spurious regressions with trending variables
Minghua Wu, Pin You, Nan Zou
This paper examines three types of spurious regressions where both the dependent and independent variables contain deterministic trends, stochastic trends, or breaking trends. We s…