The goodness-of- t of a statistical model describes how well it ts a set of observations. Measuresof goodness-of- t typically summarize the discrepancy between observed values and the valuesexpected under the model in question. Such measures can be used in statistical hypothesistesting, for...

In the context of the continuously updated generalized-methods-of-moments (GMM), this study evaluates the finite sample properties of Wald- and criterion-based bootstrap inference for a class of models defined by non-linear conditional moment functions. This work provides simulation evidence...

This article proposes to use the computer-based bootstraptechnique to test the significance of the lag-k sampleserial correlation coefficient (r <Subscript>k</Subscript>) of a time series.The bootstrap approach is free of sample distribution types, freeof restrictive assumptions, and easy to understand and implement....</subscript>