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bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …
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-sided. In such problems, power gains can be obtained for bootstrap multiple testing procedures in scenarios where some of the …
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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 …
Persistent link: https://www.econbiz.de/10010254852
Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions of the Smets-Wouters New Keynesian model of the US postwar period. We compare these with tests based on direct inference (using the Likelihood Ratio), and on the Del...
Persistent link: https://www.econbiz.de/10009563550
manner, we propose a model-based (semiparametric)bootstrap method to approximate critical values of the test and verify its …
Persistent link: https://www.econbiz.de/10011490275
tails and time dependence in the return data. In particular, we will promote a studentized time series bootstrap procedure …
Persistent link: https://www.econbiz.de/10011925992
This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …
Persistent link: https://www.econbiz.de/10010348998
This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …
Persistent link: https://www.econbiz.de/10011326079
rejection regions can be calculated by a simple parametric bootstrap procedure, when the sample size is small. The size and …
Persistent link: https://www.econbiz.de/10011410669