bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local … Gaussian (LG) bootstrap, establish its first‐order asymptotic validity, and use Edgeworth expansions to show that the LG … bootstrap inference achieves second‐order asymptotic refinements. Moreover, we provide new Laplace transform‐based estimators of …

Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two … be used to perform bootstrap tests that can turn out to provide much improved reliability of inference compared with the … asymptotic tests so far proposed in the literature. -- stochastic dominance ; empirical likelihood ; bootstrap test …

is not pivotal asymptotically, and introduce the smooth stationary bootstrap to approximate its sample distribution. We … investigate the finite sample performance of the bootstrap critical values by a set of Monte Carlo simulations. Finally, our …

distribution depends on the unknown parameters of the model. Bootstrap techniques permit this problem to be circumvented, and the …