the adjustment factor, we propose a partially smoothed bootstrap empirical log- likelihood to construct a confidence …. -- Bootstrap empirical likelihood ; Confidence region ; Measurement error ; Surrogate variables …

the residuals. Static and dynamic properties can be tested using both asymptotic and bootstrap methods. Our monte carlo … simulations suggest that bootstrap confidence intervals are far superior to aymptotic ones particularly when estimating … density estimation ; nonparametric least squares ; bootstrap inference ; monotonicity ; convexity …

and the "moment-oriented" bootstrap method of Bunke which is a wild bootstrap based on smoothed local estimators of higher … order error moments. We show that our bootstrap consistently estimates the distribution of mh(x0) - m(xo). In the present …

Bootstrap confidence intervals for impulse responses computed from autoregressive processes are considered. A detailed … situations of practical importance. For a simple case alternative bootstrap methods are proposed which provide correct results …

We prove geometric ergodicity and absolute regularity of the nonparametric autoregressive bootstrap process. To this … sequence. This is achieved by using well-established coupling techniques. Then we apply the result to the bootstrap process and … bootstrap process has the desired properties. Moreover, by using some “decoupling” argument, we show that the stationary density …

often not provided. If confidence intervals are given they are often based on bootstrap methods with poor theoretical …. Special emphasis is placed on systems with cointegrated variables. -- monetary policy ; bootstrap ; impulse response ; money …

comparative quantitative Analysis. In this paper we propose a new bootstrap, or Monte Carlo, approach to such problems …. Traditional bootstrap methods in this context file based on fitting a process chosen from a wide but relatively conventional range …

fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the … link function. The bootstrap is used with the aim to find a more accurate distribution under the null than the normal … we show that the bootstrap is able to capture the negative bias and the skewness of the test statistic. It yields better …

bootstrap versions of the tests have much better properties in this respect. In other words, the bootstrap can be used to size …-adjust the tests. -- vector autoregressive process ; vector error correction model ; bootstrap ; stability tests …