This paper applies a novel bootstrap method, the kernel block bootstrap, to quasi-maximum likelihood estimation of …" bootstrap. We investigate the first order asymptotic properties of the kernel block bootstrap method for quasi …-maximum likelihood demonstrating, in particular, its consistency and the first-order asymptotic validity of the bootstrap approximation …

heteroskedastic SVAR-GARCH model and propose a bootstrap-based inference procedure on structural impulse responses. We compare the … finite-sample properties of our bootstrap method with those of two competing bootstrap methods via extensive Monte Carlo …