impossible to perform reliable inference near the point at which the limit is ill-defined. Several bootstrap procedures are …

The fast double bootstrap, or FDB, is a procedure for calculating bootstrap P values that is much more computationally … efficient than the double bootstrap itself. In many cases, it can provide more accurate results than ordinary bootstrap tests …. For the fast double bootstrap to be valid, the test statistic must be asymptotically independent of the random parts of …

We propose a wild bootstrap procedure for linear regression models estimated by instrumental variables. Like other … bootstrap procedures that we have proposed elsewhere, it uses efficient estimates of the reduced-form equation(s). Unlike them … methods, such as the pairs bootstrap. We also show how to obtain reliable confidence intervals by inverting bootstrap tests …

for bootstrapping the three non-exact test statistics and also a new conditional bootstrap version of the LR test. These … these new procedures is used, both the K and conditional bootstrap LR tests have excellent performance under the null …

There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as … regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work … very well. However, there are many other cases, such as regression models with dependent errors, in which bootstrap methods …