Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometrica 71 (2003) 3, pp. 813-855
A nonparametric, residual-based block bootstrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of the stationary process driving the random walk and successfully generates...