describe asymptotically valid nonparametric confidence intervals, using a bootstrap technique. Finally, the proposed measures …

Fluctuation Analysis). Some of these tests exhibit size distortions in small-samples. It is well known that the bootstrap … long memory such as ARFIMA, p-values are calculated using the post-blackening, moving block bootstrap. The Monte Carlo … studies suggest that the bootstrap critical values perform better. The results are applied to financial return time series. …

bootstrap to achieve valid inference in a time series setting. The test statistics and the estimators are computed using linear …

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel …

their quantile breakdown point. For the block bootstrap and the sub- sampling, we find a very low quantile breakdown point …

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

analyzed for the case when the break dates are known and for the case when they are endogenously determined. A bootstrap test …

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