consistently, the bootstrap sample size needs to be of smaller order than the original sample size. See Jun Shao and Dongsheng Tu … (1995), Ex. 3.9,p. 123. We show that the same is true if we use the bootstrap for estimating an intermediate quantile. …

of the forecaster and use bootstrap techniques to compare the empirical results with the equivalents obtained under the …

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 …

exploiting the dependence structure between the countries with a bootstrap approach. We use a sieve bootstrap approach to account …

A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR …

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 …

We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the …