Title

Bootstrapping I(1) Data

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.

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