I propose a nonparametric iid bootstrap that achieves asymptotic refinements for t tests and confidence intervals based on the generalized method of moments (GMM) estimators even when the model is misspecified. In addition, my bootstrap does not require recentering the bootstrap moment function,...

Decomposition models are often utilised by official statistical agencies in order to provide an explicit breakdown of time series data into trend, seasonal and irregular components. This paper seeks to explore the volatility in these estimates, incorporating the additional variation contributed...