). We propose an empirical likelihood block bootstrap procedure to improve inference where models are characterized by … have disappointing size. The problem is exacerbated when the moment conditions are serially correlated. Several block … bootstrap techniques have been proposed to correct the problem, including Hall and Horowitz (1996) and Inoue and Shintani (2006 …

The block bootstrap confidence interval for dependent data can outperform the conventional normal approximation only … results in unstable endpoints. We propose two double block bootstrap approaches for improving the accuracy of the block … second calculates studentizing factors directly from a block bootstrap series without the need for nontrivial analytical …

statistically assess our findings we consider the conventional t-test and a block-bootstrap procedure. The two evaluation methods … give conflicting results. The t-test supports some of the rules, while the block-bootstrap does not. …

A functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparoditis and Politis … (2001) is given. The results provide an alternative demonstration that continuous-path block bootstrap unit root tests are …

in Kiefer and Vogelsang (2005) and with the empirical distribution obtained using the naive block bootstrap can overcome … usefulness of the naive block bootstrap. …