Title of article
Bootstrapping I(1) data
Author/Authors
Phillips، نويسنده , , Peter C.B.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
5
From page
280
To page
284
Abstract
A functional law is given for an I(1) sample data version of the continuous-path block bootstrap of Paparoditis and Politis (2001a). The results provide an alternative demonstration that continuous-path block bootstrap unit root tests are consistent under the null.
Keywords
Unit root , embedding , block bootstrap , asymptotic theory , Bootstrap , Brownian motion , Continuous path bootstrap
Journal title
Journal of Econometrics
Serial Year
2010
Journal title
Journal of Econometrics
Record number
1560051
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