probabilities of the symmetric two-sided block bootstrap t, Wald and J tests. Andrews (2004) introduced the block-block bootstrap … and proved that it obtained better asymptotic refinements than the block bootstrap. To date the ability to obtain … that the block-block bootstrap can also provide refinements in the presence of AR(∞) models. We provide the assumptions …

A residual-based moving block bootstrap procedure for testing the null hypothesis of linear cointegration versus …

structure compared to conventional least squares methods. For robust standard error estimation, this study uses a block … bootstrap procedure taking account of heteroskedasticity and autocorrelation in the error term. We also suggest a simple one …

structure compared to conventional least squares methods. For robust standard error estimation, this study uses a block … bootstrap procedure taking account of heteroskedasticity and autocorrelation in the error term. We also suggest a simple one …

structure compared to conventional least squares methods. For robust standard error estimation, this study uses a block … bootstrap procedure taking account of heteroskedasticity and autocorrelation in the error term. We also suggest a simple one …

valid critical values are obtained via appropriate use of the block bootstrap. The suggested test has power against a larger …

Our objectives in this paper are twofold. First, we introduce block bootstrap techniques that are (first order) valid … sample properties of our block bootstrap procedures with the parametric bootstrap due to Kilian (1999); all within the …