double bootstrap, but it is far less computationally demanding. Simulation results for three different cases suggest that the …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 …

convergence with the parametric bootstrap or the nonparametric bootstrap. For linear data generating processes (DGP) we show in …, within the framework of the bootstrap, we thought that the error in rejection probability (ERP) had the same rate of … 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 …

the approximation is checked in a number of simulation experiments, and is found to be very good unless the tail of the … underlying distribution is heavy. Bootstrap methods are presented which alleviate this problem except in cases in which the …

can be either asymptotic or bootstrap-based. In principle, the bootstrap is an ideal tool, since in this paper I ignore … issues of complex sampling schemes, and suppose that observations are IID. However both bootstrap inference, and, to a …

The bootstrap is a statistical technique used more and more widely in econometrics. While it is capable of yielding …, if observed, help to obtain the best the bootstrap can offer. Bootstrapping always involves setting up a bootstrap data …-generating process (DGP). The main types of bootstrap DGP in current use are discussed, with examples of their use in econometrics. The …

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. …