求论文以下：
1.Basawa, LV.    Bootstrapping explosive autoregressive processes,    Ann. Math. Statist. 30  676-687;
2.van Giersbergen, N.P.A., 1995. Bootstrapping unit root tests in the AR(1) model with drift. University of Amsterdam
3.Schwert, G.W., 1989. Testing for unit roots: A Monte Carlo investigation. Journal of Business and Economic Statistics 7, 147-159
4.van Giersbergen, N.P.A., 1996. Bootstrapping the trace statistic in VAR models: Monte Carlo results and applications. Oxford Bull.Econom. Statist. 58, 391- 408.
5.Li, H., Maddala, G.S., 1996. Bootstrapping time series models. Econometric Rev. 15, 115-158.
6.Li, H., Maddala, G.S., 1997. Bootstrapping cointegrating regressions. J. Econometrics 80, 297-318.
7.Xingdong Feng.   Wild bootstrap for quantile regression：Biometrika, 2011
8. O. Sysoev, A. Grimvall .   Bootstrap estimation of the variance of the error term in monotonic regression models：
Journal of Statistical Computation and Simulation
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