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 …

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 …

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 …

asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general … montrons aussi que les tests basés sur la technique du bootstrap paramétrique peut s'interpréter comme une version simplifiée … plus générales que le bootstrap paramétrique. …

to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may … plus traditionnelles (telles que le bootstrap paramétrique) que l'on peut appliquer lorsque le test à borne n'est pas …

We apply bootstrap methodology to unit root tests for dependent panels with N cross-sectional units and T time series … then apply the bootstrap method to the approximated autoregressions to obtain the critical values for the panel unit root … tests, and establish the asymptotic validity of such bootstrap panel unit root tests under general conditions. The proposed …

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 …

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. …