Bootstrap-assisted unit root testing with piecewise locally stationary errors

Keyphrases

• Piecewise 100%
• Bootstrap 100%
• Unit Root Test 100%
• Locally Stationary 100%
• Dependent Wild Bootstrap 100%
• Limiting null Distribution 66%
• Locally Stationary Process 66%
• Finite Sample 33%
• Abrupt Change 33%
• Consistent Estimation 33%
• Sampling Simulation 33%
• Test Statistic 33%
• Inference Problem 33%
• Heteroscedastic 33%
• Bootstrap Method 33%
• Conventional Unit 33%
• Higher-order Properties 33%
• Linear Process 33%
• Wild Bootstrap 33%
• Second-order Properties 33%
• Recoloring 33%
• Bootstrap Consistency 33%

Mathematics

• Bootstrapping 100%
• Null 33%
• Locally Stationary Process 33%
• Approximates 16%
• Test Statistic 16%
• Unit Root Test 16%