Bootstrapping I(1) data

A-Tier
Journal: Journal of Econometrics
Year: 2010
Volume: 158
Issue: 2
Pages: 280-284

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:econom:v:158:y:2010:i:2:p:280-284
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29