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 …

violation of such assumptions can lead to serious modelling aws. We propose here a bootstrap-corrected conditional moment …

This paper investigates the asymptotic validity of the bootstrap for Durbin-WuHausman (DWH) specification tests when … instrumental variables (IVs) may be arbitrary weak. It is shown that under strong identification, the bootstrap offers a better … approximation than the usual asymptotic 2 distributions. However, the bootstrap provides only a first-order approximation when …

This paper is concerned with bootstrap hypothesis testing in high dimensional linear regression models. Using a … theoretical framework recently introduced by Anatolyev (2012), we show that bootstrap F, LR and LM tests are asymptotically valid … the wild bootstrap in the presence of heteroskedasticity and to bootstrap methods for heavy tailed data. …

conditional heteroskedasticity. We show that the wild bootstrap provides convenient critical values for the considered OLS …-based statistics under both homoskedastic and conditionally heteroskedastic model errors. The wild bootstrap is easy to implement and … approximations. We prove further that the wild bootstrap retains its validity for inference within a system of pooled equations …

as the sample size increases. We propose size correction based on bootstrap techniques. Our analysis of the proposed … bootstrap tests provides some new insights. More precisely, we show that even for moderate instrument endogeneity, the bootstrap …

-sectional units, which may be obtained through the standard bootstrap method. Consequently, we may conveniently use various …

This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression … test on nonnested regression models. The bootstrap tests that this paper proposes are expected to show better finite sample … models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally …