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 …

In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … the bootstrap test procedures are derived and their small sample properties are studied. The simulation study also …

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

methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

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. …

both asymptotic and bootstrap critical values. We then demonstrate that significant improvements in the power of the Jarque …

This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …

classical bootstrap and the robust bootstrap, in terms of accuracy and robustness. These results show that robustness is a key …

This paper proposes a bootstrap unit root test in models with GARCH(1,1) errors and establishes its asymptotic validity … under mild moment and distributional restrictions. While the proposed bootstrap test for a unit root shares the power … particular, the bootstrap procedure does not require explicit estimation of nuisance parameters that enter the distribution of …