by the European Commission. Moreover, we consider the methodology based on bootstrap replications to estimate the …

. Les méthodes du bootstrap permettent d'obtenir une approximation de la vraie loi de la statistique en général plus précise … analytiquement. Dans cet article, nous présentons une méthodologie générale du bootstrap dans le contexte des modèles de régression. …

In this paper we are interested in heteroskedastic regression models, for which an appropriate bootstrap method is …

. Les méthodes du bootstrap permettent d'obtenir une approximation de la vraie loi de la statistique en général plus précise … analytiquement. Dans cet article, nous présentons une méthodologie générale du bootstrap dans le contexte des modèles de régression. …

obtained with a bootstrap method. We call these estimators "Naïve estimators" as they represent a discretization of Joe …

Two procedures are proposed for estimating the rejection probabilities of bootstrap tests in Monte Carlo experiments … without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive (per … replication) as estimating rejection probabilities for asymptotic tests. Then a new procedure is proposed for computing bootstrap …

, within the framework of the bootstrap, we thought that the error in rejection probability (ERP) had the same rate of … convergence with the parametric bootstrap or the nonparametric bootstrap. For linear data generating processes (DGP) we show in … are nonnull. Indeed, we show that the ERP is the same for the asymptotic test as for the classical parametric bootstrap …

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

the driving stationary series. The situation is analysed from the point of view of bootstrap testing, and an exact … quantitative account is given of the error in rejection probability of a bootstrap test. A particular method of estimating the MA … parameter is recommended, as it leads to very little distortion even when the MA parameter is close to -1. A new bootstrap …

error that is simple to compute. A simple but effective bias correction is also derived. The quality of inference based on … underlying distribution is heavy. Bootstrap methods are presented which alleviate this problem except in cases in which the …