Ioannidis, Evangelos E. - In: Econometrics Journal 8 (2005) 3, pp. 323-351
In this paper, we build on the "residual-based block bootstrap unit root testing" (RBB) method, proposed by Paparoditis and Politis (2003). We develop an extension of this method to allow for bootstrap unit root testing in a model defined by an augmented Dickey--Fuller (ADF) equation that...
