autoregressive sieve bootstrap is able to mimic the second‐order structure asymptotically correctly it is an obvious problem whether … the autoregressive (AR) sieve bootstrap, which has been shown to work for a number of relevant statistics in time series … investigation of finite sample properties of the AR‐sieve bootstrap proposal by simulation are given. …

We propose a sieve bootstrap framework to conduct pointwise and simultaneous inference for time-varying coefficient … regression models based on a nonparametric local linear estimator. The asymptotic validity of the sieve bootstrap in the presence …

We propose a sieve bootstrap framework to conduct pointwise and simultaneous inference for time-varying coefficient … regression models based on a nonparametric local linear estimator. The asymptotic validity of the sieve bootstrap in the presence …