approximated by a bootstrap procedure. The asymptotic validity of bootstrap is shown and performance of the testing procedure is …

. One can use the bootstrap distribution of the score test statistic to obtain a critical value. This can give already … value. Since the score test statistic is asymptotically pivotal, the bootstrap critical value is second-order correct … matrix used in the quadratic form. In this paper we propose a bootstrap-based method to obtain both a second-order correct …

) structural change test, where we calculate bootstrap critical values. While the size is correct, his sequential method lacks …

Bootstrap resampling schemes. First, an algorithm implementing jackknife is used to extract leverage for all data points, that …, Bootstrap resampling is implemented, taking into account leverage information. This approach proved to be robust to the presence …

have only weak explanatory power. We propose bootstrap aggregation of pre-test predictors (or bagging for short) as a means …