In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …

requirements that are not always obvious to the non-expert user. Bootstrap DEA is a significant development of the past decade …, which could be extended to test almost any hypothesis in bootstrap DEA. Moreover, it enhances the intuition behind bootstrap …

different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …

parameters. Second, the consistency of the proposed residual-based block bootstrap is established based on a newly developed … asymptotic theory for this bootstrap. It is demonstrated by a set of Monte Carlo simulations that the Wald test exhibits …

bootstrap. Finally, we provide an empirical illustration …

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