  One of the most widely applied unit root test, Phillips-Perron test, enjoys
in general highpowers, but suffers from size distortions when moving average
noise exists. As a remedy, thispaper proposes a nonparametric bootstrap unit
root test that specifically targets moving aver-age noise. Via a bootstrap
functional central limit theorem, the consistency of this bootstrapapproach is
established under general assumptions which allows a large family of non-linear
timeseries. In simulation, this bootstrap test alleviates the size distortions
of the Phillips-Perrontest while preserving its high powers.
