Document Type
Discussion Paper
Publication Date
1-1-2009
CFDP Number
1689
CFDP Pages
11
Abstract
A functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparoditis and Politis (2001) is given. The results provide an alternative demonstration that continuous-path block bootstrap unit root tests are consistent under the null.
Recommended Citation
Phillips, Peter C.B., "Bootstrapping I(1) Data" (2009). Cowles Foundation Discussion Papers. 2006.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2006