variables may be fractionally integrated and the predictive relation may feature cointegration, we provide sup-Wald break tests …

unit roots in real exchange rates or the null of no cointegration between nominal exchange rates and relative prices … actual price data, unit roots and cointegration tests with a nominal size of five percent have true sizes that range from .90 …

We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon perturbing the scores of M …-estimators. This "score bootstrap" procedure avoids recomputing the estimator in each bootstrap iteration, making it substantially less … costly to compute than the conventional nonparametric bootstrap, particularly in complex nonlinear models. Despite this …

methods for inference. However, no formal justification for the use of the bootstrap has been provided. Here we show that the … bootstrap is in general not valid, even in the simple case with a single continuous covariate when the estimator is root … neighbor matching, the standard conditions for the bootstrap are not satisfied, leading the bootstrap variance to diverge from …

bootstrap procedure is proposed to test distributional hypotheses, such as equality of distributions, first-order stochastic …

total variation distance between a bootstrap distribution and the normal distribution parameterized by the point estimate … sample of recent empirical articles that use a bootstrap for inference, we find that the conventional normal approximation is …