also by the KLN test. We then propose a bootstrap-based unit root test that is correctly-sized in the presence of multiple …

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

bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …

one input and one output, and previous bootstrap methods proposed for inference have not been proven consistent, making … result is then used to prove that two different bootstrap procedures (one based on sub-sampling, the other based on smoothing …) provide consistent inference. The smooth bootstrap requires smoothing the irregularly-bounded density of inputs and outputs as …

In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …

under are highly nonstandard due to the inherent irregular natures of the problem, and then construct bootstrap critical …