The bootstrap is a popular and useful tool for estimating the asymptotic variance of complicated estimators. Ironically …, the fact that the estimators are complicated can make the standard bootstrap computationally burdensome because it … requires repeated re-calculation of the estimator. In Honoré and Hu (2015), we propose a computationally simpler bootstrap …

determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …

the test statistics or using bootstrap methods to obtain critical values. Our simulation results indicate that our tests …

different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …