{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,13]],"date-time":"2026-02-13T18:15:38Z","timestamp":1771006538646,"version":"3.50.1"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2002,5,16]],"date-time":"2002-05-16T00:00:00Z","timestamp":1021507200000},"content-version":"unspecified","delay-in-days":45,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,4]]},"abstract":"<jats:p>This paper establishes an invariance principle applicable for \nthe asymptotic analysis of sieve bootstrap in time series. The \nsieve bootstrap is based on the approximation of a linear process \nby a finite autoregressive process of order increasing with \nthe sample size, and resampling from the approximated \nautoregression. In this context, we prove an invariance principle \nfor the bootstrap samples obtained from the approximated \nautoregressive process. It is of the strong form and holds almost \nsurely for all sample realizations. Our development relies upon \nthe strong approximation and the Beveridge\u2013Nelson \nrepresentation of linear processes. For illustrative purposes, \nwe apply our results and show the asymptotic validity of the \nsieve bootstrap for Dickey\u2013Fuller unit root tests for \nthe model driven by a general linear process with independent \nand identically distributed innovations. We thus provide a \ntheoretical justification on the use of the bootstrap \nDickey\u2013Fuller tests for general unit root models, in place \nof the testing procedures by Said and Dickey and by Phillips.<\/jats:p>","DOI":"10.1017\/s0266466602182090","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:01:57Z","timestamp":1037311317000},"page":"469-490","source":"Crossref","is-referenced-by-count":57,"title":["AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES"],"prefix":"10.1017","volume":"18","author":[{"given":"Joon Y.","family":"Park","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2002,5,16]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602182090","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,7]],"date-time":"2019-04-07T20:33:02Z","timestamp":1554669182000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602182090\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2002,4]]}},"alternative-id":["S0266466602182090"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602182090","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,4]]}}}