This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression … models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally … test on nonnested regression models. The bootstrap tests that this paper proposes are expected to show better finite sample …

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

function representations computed on each bootstrap sample, thereby reducing computational time considerably. This method is … improvement in the numerical speed of the fast bootstrap method. …

alternative for obtaining confidence intervals based on the Maximum Entropy bootstrap explained in Vinod and Lopez … intervals than traditional, differencing and block bootstrap (BB) intervals. …

Fluctuation Analysis). Some of these tests exhibit size distortions in small-samples. It is well known that the bootstrap … long memory such as ARFIMA, p-values are calculated using the post-blackening, moving block bootstrap. The Monte Carlo … studies suggest that the bootstrap critical values perform better. The results are applied to financial return time series. …

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel …

bootstrap technique that we use in finite sample settings. A simulation study illustrates the good size and power properties of …

analyzed for the case when the break dates are known and for the case when they are endogenously determined. A bootstrap test …