We propose a wild bootstrap procedure for linear regression models estimated by instrumental variables. Like other … bootstrap procedures that we have proposed elsewhere, it uses efficient estimates of the reduced-form equation(s). Unlike them … methods, such as the pairs bootstrap. We also show how to obtain reliable confidence intervals by inverting bootstrap tests …

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. …

We propose a widely applicable bootstrap based test of the null hypothesis of equality of two firms' Risk Measures (RMs …

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 …