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First, we prove the uniform consistency of the LP-residual bootstrap over a large class of AR(1) models that allow for a unit root, conditional heteroskedasticity of unknown form, and martingale difference shocks. Then, we prove the asymptotic validity of our confidence intervals over the same class of AR(1) models. Finally, we show that the LP-residual bootstrap provides asymptotic refinements for confidence intervals on a restricted class of AR(1) models relative to those required for the uniform consistency of our bootstrap.<\/jats:p>","DOI":"10.1017\/s0266466625100248","type":"journal-article","created":{"date-parts":[[2025,11,19]],"date-time":"2025-11-19T08:49:18Z","timestamp":1763542158000},"page":"1-39","source":"Crossref","is-referenced-by-count":0,"title":["THE LOCAL PROJECTION RESIDUAL BOOTSTRAP FOR AR(1) MODELS"],"prefix":"10.1017","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-6278-6254","authenticated-orcid":false,"given":"Amilcar","family":"Velez","sequence":"first","affiliation":[{"id":[{"id":"https:\/\/ror.org\/05bnh6r87","id-type":"ROR","asserted-by":"publisher"}],"name":"Cornell University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2025,11,19]]},"reference":[{"key":"S0266466625100248_r43","doi-asserted-by":"crossref","unstructured":"Xu, K.-L. 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