methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

function representations computed on each bootstrap sample, thereby reducing computational time considerably. This method is … improvement in the numerical speed of the fast bootstrap method. …

alternative for obtaining confidence intervals based on the Maximum Entropy bootstrap explained in Vinod and Lopez … intervals than traditional, differencing and block bootstrap (BB) intervals. …

both asymptotic and bootstrap critical values. We then demonstrate that significant improvements in the power of the Jarque …

This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …

classical bootstrap and the robust bootstrap, in terms of accuracy and robustness. These results show that robustness is a key …

This paper proposes a bootstrap unit root test in models with GARCH(1,1) errors and establishes its asymptotic validity … under mild moment and distributional restrictions. While the proposed bootstrap test for a unit root shares the power … particular, the bootstrap procedure does not require explicit estimation of nuisance parameters that enter the distribution of …

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 …

The paper develops the bootstrap theory and extends the asymptotic theory of rank estimators, such as the Maximum Rank … asymptotic distributions can be consistently estimated by the nonparametric bootstrap. We investigate the accuracy of inference … based on the asymptotic approximation and the bootstrap, and provide bounds on the associated error. In the case of MRC and …

In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … the bootstrap test procedures are derived and their small sample properties are studied. The simulation study also …