confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By …

alternative models simultaneously rather than sequentially, and do not require re-estimation of models as part of a bootstrap …

We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in … functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …, factor based bootstrap inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features …

This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a … discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different …

different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …