asymptotically. Such bands are based on a certain bootstrap procedure from the multiple-testing literature. We compare the finite … endogenizing the lag order in our bootstrap procedure on the finite-sample properties. Furthermore, an empirical application to a …

fluctuations not forecasted by Gaussian models. This paper applies a resampling method based on the bootstrap and a bias … long and short positions. Our aim is to utilize the advantages of this model, but still use the bootstrap resampling method …

, bootstrap method is considered. In the bootstrapping framework, we discuss the choice of residuals, namely the Pearson residuals …

asymptotically. Such bands are based on a certain bootstrap procedure from the multiple testing literature. We compare the finite … endogenizing the lag order in our bootstrap procedure on the finite-sample properties. Furthermore, an empirical application to a …

heteroskedastic SVAR-GARCH model and propose a bootstrap-based inference procedure on structural impulse responses. We compare the … finite-sample properties of our bootstrap method with those of two competing bootstrap methods via extensive Monte Carlo …

estimation, especially, when researchers use bootstrap to estimate standard errors, which may be wrong without a global estimator …

the same time they propose a statistically grounded bootstrap based two-stage estimator that eliminates the above …