bootstrap to achieve valid inference in a time series setting. The test statistics and the estimators are computed using linear …

their quantile breakdown point. For the block bootstrap and the sub- sampling, we find a very low quantile breakdown point …

samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …

regression model. Monte Carlo simulations in two settings where the bootstrap fails show the accuracy and robustness of the …

This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests … tailored to handle heteroskedasticity. Our results show that weighted bootstrap methods can be successfully used to estimate … test and of Bartlett and Edgeworth-corrected tests. The bootstrap test was found to be robust against unfavorable …

classical bootstrap and the robust bootstrap, in terms of accuracy and robustness. These results show that robustness is a key …

-sectional units, which may be obtained through the standard bootstrap method. Consequently, we may conveniently use various …

the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading …