bootstrap procedure that leads to a robust estimate of the variance-covariance matrix. Monte Carlo results reveal that these … estimates perform well in finite samples, and that the gains by using bootstrap procedure for inference can be enormous. …

asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general … they provide a simple way of improving standard asymptotics and dealing with nonstandard asymptotics (e.g., unit root … montrons aussi que les tests basés sur la technique du bootstrap paramétrique peut s'interpréter comme une version simplifiée …

asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general … they provide a simple way of improving standard asymptotics and dealing with nonstandard asymptotics (e.g., unit root …

alternative for obtaining confidence intervals based on the Maximum Entropy bootstrap explained in Vinod and Lopez … intervals than traditional, differencing and block bootstrap (BB) intervals. …

describe asymptotically valid nonparametric confidence intervals, using a bootstrap technique. Finally, the proposed measures …

techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case … of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are …'application du bootstrap est aussi considérée. Les méthodes sont appliquées à un modèle VAR de l'économie américaine. …