In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … the bootstrap test procedures are derived and their small sample properties are studied. The simulation study also …

bootstrapalgorithms. The bootstrap testing procedure is applied to data fromItaly, France and the United States. We find evidence of …

appropriate p-value for a test for hysteresis we propose two alternative bootstrap procedures: the first is valid under … homoskedastic errors and the second allows for general heteroskedasticity. We investigate the performance of both bootstrap …

regression model. Monte Carlo simulations in two settings where the bootstrap fails show the accuracy and robustness of the …

their quantile breakdown point. For the block bootstrap and the sub- sampling, we find a very low quantile breakdown point …

bootstrap to achieve valid inference in a time series setting. The test statistics and the estimators are computed using linear …

This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests … tailored to handle heteroskedasticity. Our results show that weighted bootstrap methods can be successfully used to estimate … test and of Bartlett and Edgeworth-corrected tests. The bootstrap test was found to be robust against unfavorable …

than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz (1998). …

bootstrap. Finally, we provide an empirical illustration. …

This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …