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  • Search: subject:"Continuous path bootstrap"
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Subject
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Asymptotic theory 1 Block bootstrap 1 Bootstrap 1 Brownian motion 1 Continuous path bootstrap 1 Embedding 1 Unit root 1
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Free 1
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Book / Working Paper 1
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English 1
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Phillips, Peter C. B. 1
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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RePEc 1
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Bootstrapping I(1) Data
Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2009
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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