, focusing on the wild cluster bootstrap and the ordinary wild bootstrap. We state conditions under which both asymptotic and … bootstrap tests and confidence intervals will be asymptotically valid. These conditions put limits on the rates at which the … Edgeworth expansions for the asymptotic and bootstrap test statistics. Simulation experiments illustrate the theoretical results …

, focusing on the wild cluster bootstrap and the ordinary wild bootstrap. We state conditions under which both asymptotic and … bootstrap tests and confidence intervals will be asymptotically valid. These conditions put limits on the rates at which the … Edgeworth expansions for the asymptotic and bootstrap test statistics. Simulation experiments illustrate the theoretical results …

the others are based on inverting t statistics or the bootstrap P values associated with them. We propose a new method for … constructing bootstrap confidence sets based on t statistics. In large samples, the procedures that generally work best are CLR … confidence sets using asymptotic critical values and bootstrap confidence sets based on LIML estimates. …

bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …

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 …

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 …