In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … the bootstrap test procedures are derived and their small sample properties are studied. The simulation study also …

impulse responses, a standard percentile (Efron) bootstrap interval, Hall's percentile and Hall's studentized bootstrap … little to choose between the asymptotic and the Hall bootstrap intervals in SVECMs. In contrast, the Efron bootstrap interval …

. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf … distribution is logarithmically slow. It is proved that the bootstrap approximation provides a substantial improvement. The case of …

, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …

confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By …

We consider theoretical bootstrap coupling techniques for nonparametric robust smoothers and quantile regression, and … verify the bootstrap improvement. To cope with curse of dimensionality, a variant of coupling bootstrap techniques are …. Our bootstrap method can be used in many situations like constructing con dence intervals and bands. We demonstrate the …

coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …