Consistent (HAC) variance estimator. In both papers, I use the fixed-b asymptotics developed in Kiefer and Vogelsang (2005) to … with a bootstrap method and the standard normal approximation in Monte Carlo simulations.The third chapter considers the …

-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index … Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …

the classical paradigm, by investigating the best way to estimate bootstrap confidence limits on recreational harvest and …

estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and …

for testing the existence of cointegrating relationships using the parametric bootstrap. In these procedures, ARFIMA …, including the F goodness-of-fit statistic, the Durbin–Watson statistic and estimates of the residual d. The bootstrap … not in general asymptotically pivotal, but implemented by the bootstrap, are shown to be consistent against alternatives …

reasonable power when the critical values are obtained via a parametric bootstrap. …