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 ...

This is a preview. Log in through your library . Abstract Despite the fact that it is not correct to speak of Bartlett corrections in the case of nonstationary time series, this paper shows that a ...

Forbes contributors publish independent expert analyses and insights. Craig S. Smith, Eye on AI host and former NYT writer, covers AI. Software development is a creative endeavor, but it can be filled ...