bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

-sided. In such problems, power gains can be obtained for bootstrap multiple testing procedures in scenarios where some of the …

tails and time dependence in the return data. In particular, we will promote a studentized time series bootstrap procedure …

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

manner, we propose a model-based (semiparametric)bootstrap method to approximate critical values of the test and verify its …

the bootstrap technique. Edgeworth expansion shows that coverage of the bootstrapped HT is second-order correct. The … wild bootstrap are used. But, the power penalty is not negligible if a heteroskedasticity robust approach is used in the …

This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …

-defined. Several bootstrap procedures are proposed. They alleviate the problem and allow reliable inference when the instruments are …