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 …, factor based bootstrap inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features …

our approach bootstrap fails in practice and theory. Instead, we propose a subsampling procedure with automatic parameter …

This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a … discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different …

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