determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …

different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …

bootstrap methods to address this issue. Despite this, no software package in any language has yet offered the recently … implements nonparametric estimation along with multiple new bootstrap-assisted inference methods. It provides a range of … bootstrap techniques for constructing pointwise confidence intervals and simultaneous bands for parameter curves. Additionally …

We propose a sieve bootstrap framework to conduct pointwise and simultaneous inference for time-varying coefficient … regression models based on a nonparametric local linear estimator. The asymptotic validity of the sieve bootstrap in the presence …, both at the interior and boundary points. In addition, we develop a bootstrap test for parameter constancy and show that it …

size distortions in conventional cointegration tests, which may be resolved using the wild bootstrap, as shown by Cavaliere … and depends on the volatility process; we show that various bootstrap implementations may be used to conduct …