determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …

confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By …

A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double … smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No …-based variance estimator. The above mentioned bootstrap variance estimator is also a side result of this paper. It performs clearly …