This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …

bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles …

An iterated bootstrap confidence interval requires an additive correction to be made to the nominal coverage level of … involving two nested levels of bootstrap sampling. Asymptotic expansions of the required correction and the iterated interval … bootstrap confidence interval. The first asymptotic interval replaces the need for a second level of bootstrap sampling with a …