Corradi, Valentina; Swanson, Norman R. - Department of Economics, Rutgers University-New Brunswick - 2003
distribution tests when there is dynamic misspecification and parameter estimation error. Our approach di®ers from the literature … misspecification and parameter estimation error. In order to provide valid asymptotic critical values we suggest an extention of the … empirical process version of the block bootstrap to the case of non vanishing parameter estimation error. The findings from …