regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work … very well. However, there are many other cases, such as regression models with dependent errors, in which bootstrap methods …There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as …

iteration. We then extend the NPL estimators to develop one-step NPL bootstrap procedures for discrete Markov decision models … and provide some Monte Carlo evidence based on a machine replacement model of Rust (1987). The proposed one-step bootstrap …

regression models with a single endogenous regressor and weak instruments. We study several such tests in models estimated by … reliable inference near the point at which the limit is ill-defined. Several bootstrap procedures are proposed. They alleviate … bootstrap tests. …

We first propose procedures for estimating the rejection probabilities for bootstrap tests in Monte Carlo experiments … without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive as … estimating rejection probabilities for asymptotic tersts. We then propose procedures for computing modified bootstrap P values …

Conventional procedures for Monte Carlo and bootstrap tests require that B, the number of simulations, satisfy a … bootstrap tests, is likely to be most useful when simulation is expensive. …

there are many different procedures for generating bootstrap samples for regression models and other types of model. As an …This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of … computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that …

The fast double bootstrap, or FDB, is a procedure for calculating bootstrap P values that is much more computationally … efficient than the double bootstrap itself. In many cases, it can provide more accurate results than ordinary bootstrap tests …. For the fast double bootstrap to be valid, the test statistic must be asymptotically independent of the random parts of …

for bootstrapping the three non-exact test statistics and also a new conditional bootstrap version of the LR test. These … these new procedures is used, both the K and conditional bootstrap LR tests have excellent performance under the null …