heteroskedastic SVAR-GARCH model and propose a bootstrap-based inference procedure on structural impulse responses. We compare the … finite-sample properties of our bootstrap method with those of two competing bootstrap methods via extensive Monte Carlo …

This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial … investment’s effectiveness and risk. At first, we give an overview of various methods of bootstrap confidence interval estimation …, i.e. bootstrap-t interval, percentile interval and BCa interval. Then, bootstrap confidence interval estimation methods …

We propose a test for the key identification and estimation conditions in Regression Discontinuity (RD) designs. We …

test for hysteresis two alternative bootstrap algorithms are proposed: the first is valid under homoskedastic errors and … both bootstrap algorithms. The bootstrap testing procedure is applied to data from Italy, France and the United States. We …

The Regression Kink (RK) design is an increasingly popular empirical method, with more than 20 studies circulated using … these estimates, which typically use local linear regression, are highly sensitive to curvature in the underlying …. In contrast, our permutation test reinforces the asymptotic inference results of a recent Regression Discontinuity study …

This paper develops a random effects model for quantile regression (QR). We establish identification of the QR …