Minor changes to wording in theorems 1 and 3

Changes the phrasing slightly, but should not change the content or meaning
of any statements in the paper.
Remove weak-stationarity requirement in theorem 1

Under the null, the mean is zero; so assuming covariance stationarity is
just a restriction on the variances.  That restriction isn't necessary for
the CLT to hold, so I'm removing it.
Add requirement of constant mean to theorem 3

Without a constant mean, the OOS bootstrap used in Theorem 3 is not valid.
So I'm adding the assumption.
Removed separate reference to tech. appendix

Since I'm not using literate programming anymore, citing the software you
used in the paper seems tacky.  I'm taking it out.
Edit Lemma A.1

Tweaks proof and adds additional conditions.
Correct and edit proof of normality for oos bootstrap components

Updates Lemma A2, a proof that the individual components of the OOS average
obey a CLT under the bootstrap-induced distribution.  This change corrects some
errors in the original proof and updates the proof strategy to be consistent
with the method proposed in the underlying stationary bootstrap paper (Calhoun
2011).
Tweak wording in reference to McCracken (2000)

One of the results for the supplemental appendix claims that the proof procedes
pretty much exactly as in McCracken.  I tweaked the wording.
Change order of main and supplemental appendix

I plan to eventually have the supplemental appendix as a separate document, so
I put it after the main appendix to encourage that thought process while I write.