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

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 …

.js?config=AM_HTMLorMML-full"></script>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 …

The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing … bootstrap procedure that accounts for this uncertainty, and compare its properties to that of the classical bootstrap …

-reject, however, with few (5-30) clusters. We investigate inference using cluster bootstrap-t procedures that provide asymptotic …

models simultaneously rather than sequentially, and do not require reestimation of models as part of a bootstrap procedure …

bootstrap for inference. Because the bounds may carry an index, the approach covers many canonical examples in the partial …

We examine the higher order properties of the wild bootstrap (Wu, 1986) in a linear regression model with stochastic … regressors. We find that the ability of the wild bootstrap to provide a higher order refinement is contingent upon whether the … errors are mean independent of the regressors or merely uncorrelated. In the latter case, the wild bootstrap may fail to …

expansions and bootstrap validity are not tied to the weak instrument framework, but instead depends on which test statistic is … bootstrap method fails when instruments are weak, since it replaces parameters with inconsistent estimators. Contrary to this … notion, we provide a theoretical proof that guarantees the validity of the bootstrap for the score test, as well as the …