methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

the results is that the parametric bootstrap upper one-sided confidence interval provides an o(n^{-1}ln n) improvement …

This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …

A functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparoditis and Politis … (2001) is given. The results provide an alternative demonstration that continuous-path block bootstrap unit root tests are …

We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap … the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have … in general. The improvement stems from the design of the bootstrap test whose limiting behavior mimics the discontinuity …

This paper analyzes the finite-sample and asymptotic properties of several bootstrap and m out of n bootstrap methods … the bootstrap nor the m out of n bootstrap is valid in finite samples or in a uniform asymptotic sense in general when … bootstrap, m out of n bootstrap, and subsampling do lead to uniformly asymptotically valid confidence sets in moment inequality …

The bootstrap is shown to be inconsistent in spurious regression. The failure of the bootstrap is spectacular in that … the bootstrap effectively turns a spurious regression into a cointegrating regression. In particular, the serial … correlation coefficient of the residuals in the bootstrap regression does not converge to unity, so the bootstrap is not even …

than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz (1998). …

and second order stochastic dominance in the general k-prospect case. Our method is based on subsampling bootstrap. We …

This paper studies robustness of bootstrap inference methods for instrumental variable regression models. In particular …, we compare the uniform weight and implied probability bootstrap approximations for parameter hypothesis test statistics … by applying the breakdown point theory, which focuses on behaviors of the bootstrap quantiles when outliers take …