, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values … conditions are not fully met, bootstrap may lead to unstable critical values that change significantly with the alternative …, whereas when all conditions are met, bootstrap critical values are very stable, approximate much better the finite sample …

and weakly dependent random processes using a bootstrap-based Anderson-Darling test statistic. The finite …

We apply bootstrap methodology to unit root tests for dependent panels with N cross-sectional units and T time series … then apply the bootstrap method to the approximated autoregressions to obtain the critical values for the panel unit root … tests, and establish the asymptotic validity of such bootstrap panel unit root tests under general conditions. The proposed …

Conventional procedures for Monte Carlo and bootstrap tests require that B, the number of simulations, satisfy a … bootstrap tests, is likely to be most useful when simulation is expensive. …

Resampling methods such as the bootstrap are routinely used to estimate the finite-sample null distributions of a range … estimate of the CDF of the bootstrap statistics. This approach has a number of appealing features: i) it can perform well when …

the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading …