This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …

We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap … the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have … in general. The improvement stems from the design of the bootstrap test whose limiting behavior mimics the discontinuity …

than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz (1998). …

and second order stochastic dominance in the general k-prospect case. Our method is based on subsampling bootstrap. We …

have power against 1/{root n}-local alternatives and all fixed alternatives to the null hypothesis. A parametric bootstrap …

methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

This paper studies robustness of bootstrap inference methods for instrumental variable regression models. In particular …, we compare the uniform weight and implied probability bootstrap approximations for parameter hypothesis test statistics … by applying the breakdown point theory, which focuses on behaviors of the bootstrap quantiles when outliers take …

This paper studies robustness of bootstrap inference methods under moment conditions. In particular, we compare the … uniform weight and implied probability bootstraps by analyzing behaviors of the bootstrap quantiles when outliers take … arbitrarily large values, and derive the breakdown points for those bootstrap quantiles. The breakdown point properties …

to be asymptotically conservative. The power of GMS tests is compared to that of subsampling, m out of n bootstrap, and … to have asymptotic power that dominates that of subsampling, m out of n bootstrap, and PA tests. Subsampling and m out of … n bootstrap tests are shown to have asymptotic power that dominates that of PA tests. …

derive the null distributions, validity of a bootstrap procedure, and local and global power properties of our tests. The …