function representations computed on each bootstrap sample, thereby reducing computational time considerably. This method is … improvement in the numerical speed of the fast bootstrap method. …

-nested alternatives. The test is an extension of the classical J test for non-nested regression models. I also provide a bootstrap version …

critical values via the application of a simple multiplier bootstrap procedure. Monte Carlo evidence and an application to the …

violation of such assumptions can lead to serious modelling flaws. We propose here a bootstrap-corrected conditional moment …

regression model. Monte Carlo simulations in two settings where the bootstrap fails show the accuracy and robustness of the …

We propose a bootstrap method for statistics that are a function of multivariate high frequency returns such as … realized regression, covariance and correlation coefficients. We show that the finite sample performance of the bootstrap is … superior to the existing first-order asymptotic theory. Nevertheless, and contrary to the existing results in the bootstrap …

This paper is concerned with the use of the bootstrap for statistics in spatial econometric models, with a focus on the …, the bootstrap can be studied based on linear–quadratic (LQ) forms of disturbances. By proving the uniform convergence of … the cumulative distribution function for LQ forms to that of a normal distribution, we show that the bootstrap is …