Hi,
I am having a lot of trouble deriving a few (related) specific equations from an article by Park (2003), titled "Bootstrap Unit Root Tests". In particular, would someone please be so kind and take me step by step on how to derive the equation Z_n(t)=Z._n(Tn,i-1) and the quadratic variation of Z._n(t), in the Proof of Lemma A3.
The link to the article is: http://www.ruf.rice.edu/~econ/papers/20 ... 04Park.pdf
Thanking you in advance,
Mirza
I am having a lot of trouble deriving a few (related) specific equations from an article by Park (2003), titled "Bootstrap Unit Root Tests". In particular, would someone please be so kind and take me step by step on how to derive the equation Z_n(t)=Z._n(Tn,i-1) and the quadratic variation of Z._n(t), in the Proof of Lemma A3.
The link to the article is: http://www.ruf.rice.edu/~econ/papers/20 ... 04Park.pdf
Thanking you in advance,
Mirza