This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of … computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that … there are many different procedures for generating bootstrap samples for regression models and other types of model. As an …

Conventional procedures for Monte Carlo and bootstrap tests require that B, the number of simulations, satisfy a … bootstrap tests, is likely to be most useful when simulation is expensive. …

Resampling methods such as the bootstrap are routinely used to estimate the finite-sample null distributions of a range … estimate of the CDF of the bootstrap statistics. This approach has a number of appealing features: i) it can perform well when …

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 …

estimator to improve its finite-sample properties, and the other has been to use bootstrap methods. The relation between these …

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

We first propose procedures for estimating the rejection probabilities for bootstrap tests in Monte Carlo experiments … without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive as … estimating rejection probabilities for asymptotic tersts. We then propose procedures for computing modified bootstrap P values …