Parker Cameron C.; Efstathios, Paparoditis; Dimitris, … - In: Journal of Time Series Econometrics 7 (2015) 1, pp. 31-31
A new bootstrap procedure for unit root testing based on the tapered block bootstrap is introduced. This procedure is similar to previous tests that were based on the block bootstrap and stationary bootstrap, but it has the advantage of the tapering procedure that has been previously shown to...