| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096718 | Journal of Econometrics | 2010 | 5 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Peter C.B. Phillips,