bootstrap for constructing asymptotically exact uniform confidence bands for collections of nonlinear functionals of h0. Both …

nonparametric optimal convergence rate of ˆh, allowing for noncompact function parameter spaces; (2) a simple weighted bootstrap … generalized residuals ; Nonlinear nonparametric endogeneity ; Weighted bootstrap ; Semiparametric efficiency ; Confidence region …

a finite mixture model and provides possible fixes based on the parametric bootstrap. We examine the performance of this … parametric bootstrap in Monte Carlo experiments and apply it to data from Beauty Contest experiments. We also examine small …

under the null; (5) the consistency of generalized residual bootstrap sieve Wald and QLR tests; (6) local power properties … of sieve Wald and QLR tests and of their bootstrap versions; (7) asymptotic properties of sieve Wald and SQLR for …