We employ bootstrap techniques in a production frontier framework to provide statistical inference for each component …

disturbances,where the heteroskedasticity and autocorrelation are of unknown form. A particular version of the wild bootstrap can … dependent wild bootstrap. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the … same way as one can link the wild bootstrap to the HCCME. It works very well even with sample sizes smaller than 50, and …

disembodied from the whole capital stock. Moreover, by introducing in the bootstrap setting, for the first time, the decomposition …

the analyses, Carhart's four-factor model is used as the benchmark for performance, and bootstrap procedures are applied …

its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our methods of …

transmission modelling framework. In addressing this issue, this paper introduces and applies parametric bootstrap techniques to … alternative asymmetric price transmission models under various error and sample size conditions. The results of the bootstrap … simulations indicate that model selection performance depends on bootstrap sample size and the amount of noise in the data …

This paper discusses a consistent bootstrap implementation of the likelihood ratio [LR] co-integration rank test and … associated sequential rank determination procedure of Johansen (1996). The bootstrap samples are constructed using the restricted … provided which shows that, unlike the bootstrap procedure in Swensen (2006) where a combination of unrestricted and restricted …

It is well known that the standard i.i.d. bootstrap of the mean is inconsistent in a location model with infinite … variance (?-stable) innovations. This occurs because the bootstrap distribution of a normalised sum of infinite variance random … variables tends to a random distribution. Consistent bootstrap algorithms based on subsampling methods have been proposed but …

parameters as well as a bootstrap technique to account for the bandwidth’s influence. Our new methods are simple to implement …