Bootstrapping I(1) data

نویسندگان

  • PETER C. B. PHILLIPS
  • Peter C.B. Phillips
چکیده

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. © 2010 Elsevier B.V. All rights reserved.

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تاریخ انتشار 2008