“…There are many such tests in the literature; see for example Fuller (1996), Dickey and Fuller (1979), Dickey, Bell, and Miller (1986) and Phillips and Perron (1988). More recently in Swensen (2003), Paparoditis and Politis (2003) and Parker, Paparoditis, and Politis (2006), bootstrap-based tests for a unit root were proposed. The latter two papers use a bootstrap procedure (block and stationary bootstraps respectively) on the residuals, while the former applies the stationary bootstrap on the differenced series.…”