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 …

Associated with every popular nonlinear estimation method is at least one "artificial" linear regression. We define an … artificial regression in terms of three conditions that it must satisfy. Then we show how artificial regressions can be useful … are discussed and are shown to satisfy the defining conditions, and a new artificial regression for regression models with …

In practice, bootstrap tests must use a finite number of bootstrap samples. This means that the outcome of the test … will depend on the sequence of random numbers used to generate the bootstrap samples, and it necessarily results in some … bootstrap samples so as to minimize experimental randomness. Simulation experiments suggest that this procedure will work very …

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 …