This study reflects on the inconsistency of the fixed-design residual bootstrap procedure for GARCH models under … dependent innovations. We introduce a novel recursive-design residual block bootstrap procedure to accurately quantify the … recursive-design residual block bootstrap in the presence of dependent innovations. The resulting bootstrap confidence intervals …

This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018, 2021) to … moment conditions. KBB procedures that employ bootstrap distributions with generalised empirical likelihood implied … bootstrap distributions in the extant literature. Simulation experiments reveal that critical values arising from the empirical …

estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … estimators the straightforward bootstrap bias correction gives the same higher-order variance as more complicated analytical or …

the cluster-jackknife variance matrix estimator as well as linearized versions of the wild cluster bootstrap. The …