Sokbae 'Simon' Lee; Song, Kyungchul; Whang, Yoon-Jae - Centre for Microdata Methods and Practice (CEMMAP) - 2014
bootstrap method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with … estimated "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over …. Our bootstrap test is shown to exhibit good power properties in Monte Carlo experiments, and we provide a general form of …