tests are accompanied by their bootstrap counterparts due to the limited sample sizes. Using unit-root tests allowing for an … bootstrap tests give results close to those from the asymptotic ones. …

This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a … discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different …

shown that a bootstrap approximation to the sampling distribution of the weighted least squares estimate is valid, which …-sample properties of this new estimator as well as the improvements in performance realized by bootstrap confidence intervals. …

asymptotically. Such bands are based on a certain bootstrap procedure from the multiple-testing literature. We compare the finite … endogenizing the lag order in our bootstrap procedure on the finite-sample properties. Furthermore, an empirical application to a …

heteroskedastic SVAR-GARCH model and propose a bootstrap-based inference procedure on structural impulse responses. We compare the … finite-sample properties of our bootstrap method with those of two competing bootstrap methods via extensive Monte Carlo …

tails and time dependence in the return data. In particular, we will promote a studentized time series bootstrap procedure …

The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated … econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honoré and Hu (2017), we propose a … "Poor (Wo)man's Bootstrap" based on one-dimensional estimators. In this paper, we propose a modified, simpler method and …