be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …

be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …

. In Monte Carlo simulations these tests, and bootstrap ones, generally significantly outperform x squared-based tests. …

Carlo simulations, these tests, and bootstrap tests, generally significantly outperform χ2-based tests. …

asymptotic distribution that is free of nuisance parameters. Secondly, we propose a bootstrap analogue of the transformation and …

This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …

bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles …

not depend on the cardinality of the Monte Carlo or Bootstrap samples that our definition may involve. Consequently, the …

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

bootstrap-t, the biased-corrected acceleration (BCa) bootstrap, and three new intervals based on transformation of the t …-statistic. Our study shows that our new transformation intervals and the bootstrap-t intervals give best coverage accuracy for a …