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 …

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 …

bootstrap technique that we use in finite sample settings. A simulation study illustrates the good size and power properties of …

bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading … asymptotique ou une technique de bootstrap. Après avoir montré que ces méthodes peuvent être très peu fiables, même avec des …

techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case …'application du bootstrap est aussi considérée. Les méthodes sont appliquées à un modèle VAR de l'économie américaine. …

bootstrap technique that we use in finite sample settings. A simulation study illustrates the good size and power properties of …'hypothèse nulle. Nous établissons aussi les propriétés des pouvoirs locaux et justifions la validité de la technique bootstrap …

samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …

. Based on adaptive kernel density estimation, we propose an adaptive bootstrap test for multimodality. Our results indicate …