identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula … compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models …

method to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values …

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 … is shown to hold asymptotically. In simulation studies with both parametric and nonparametric functional coefficients …

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