appropriate p-value for a test of linearity we propose a bootstrap procedure, which allows for general forms of heteroskedasticity …. The performance of the bootstrap is checked by means of a Monte Carlo simulation. Our study concerns the U.S. As suggested …

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

-reject considerably. We investigate more accurate inference using cluster bootstrap-t procedures that provide asymptotic refinement. These … tests of nominal size 0.05, our methods can reduce this to five percent. In principle a pairs cluster bootstrap should work … well, but in practice a Wild cluster bootstrap performs better. …

methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general …

, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values … conditions are not fully met, bootstrap may lead to unstable critical values that change significantly with the alternative …, whereas when all conditions are met, bootstrap critical values are very stable, approximate much better the finite sample …