As applied cointegration analysis faces the challenge that (a) potentially relevant variables are unobservable and (b … ignored. Recently it has been argued that a nominally significant cointegration outcome using the bootstrapped rank test … Anwendung des Bootstrap-basierten Rangtests (von Cavaliere, Rahbek und Taylor, 2012) in einem bivariaten System Verzerrungen der …

-consistent wild bootstrap) therefore still suggests rejection of non-cointegration at the 5% but not at the 1% significance level. The … is fundamentally uncertain which covariates are relevant. Thus cointegration is often analyzed in partial systems … significant cointegration outcome using a bootstrapped rank test (Cavaliere, Rahbek, and Taylor, 2012) in the bivariate sub …

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

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

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

distribution depend on unknown nuisance parameters. A bootstrap method is used to obtain more reliable inference. The regularized …