Title of article :
Bootstrapping I(1) data
Author/Authors :
Phillips، نويسنده , , Peter C.B.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2010
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
Journal title :
Journal of Econometrics
