normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …

The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated … econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honoré and Hu (2017), we propose a … "Poor (Wo)man's Bootstrap" based on one-dimensional estimators. In this paper, we propose a modified, simpler method and …

The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated … econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honoré and Hu (2017), we propose a … "Poor (Wo)man's Bootstrap" based on one-dimensional estimators. In this paper, we propose a modified, simpler method and …

normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …

the others are based on inverting t statistics or the bootstrap P values associated with them. We propose a new method for … constructing bootstrap confidence sets based on t statistics. In large samples, the procedures that generally work best are CLR … confidence sets using asymptotic critical values and bootstrap confidence sets based on LIML estimates. …

confidence intervals based on inverting bootstrap tests are presented and commented. Monte Carlo results assessing the … have very poor performances, even the percentile-t interval, whereas confidence intervals based on inverting bootstrap …

In the context of long memory, the finite-sample distortion of statistic distributions is so large, that bootstrap … asymptotic confidence interval. In this paper, we propose confidence intervals based on inverting bootstrap tests for the long … percentile-t interval, whereas confidence intervals based on inverting bootstrap tests have quite satisfactory performance. For …

bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …