The University of Southampton
University of Southampton Institutional Repository

Bootstrapping I(1) data

Phillips, Peter C.B. (2010) Bootstrapping I(1) data [in special issue: Specification Analysis in Honor of Phoebus J. Dhrymes] Journal of Econometrics, 158, (2), pp. 280-284. (doi:10.1016/j.jeconom.2010.01.010).

Record type: Article


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.

Full text not available from this repository.

More information

e-pub ahead of print date: 25 January 2010
Published date: October 2010
Keywords: asymptotic theory, block bootstrap, bootstrap, brownian motion, continuous path bootstrap, embedding, unit root


Local EPrints ID: 157281
ISSN: 0304-4076
PURE UUID: 94053e2d-a904-40fd-a3cb-6f66e66b7cd7

Catalogue record

Date deposited: 04 Jun 2010 13:30
Last modified: 18 Jul 2017 12:41

Export record


Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton:

ePrints Soton supports OAI 2.0 with a base URL of

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.