observations. Accordingly, we propose an i.i.d.-type bootstrap to determine the critical value for the test. …We propose a nonparametric test for checking parametric hypotheses about the stationary density of weakly dependent … observations. The test statistic is based on the L2-distance between a nonparametric and a smoothed version of a parametric …

asymptotically for the bootstrap to be valid. However, certain model-based bootstrap methods remain valid for some interesting … bootstrap schemes remain valid for supremum-type functionals as long as they mimic the corresponding finite-dimensional joint … distributions consistently. As an example, we investigate a finite order Markov chain bootstrap in the context of a general …

asymptotically for the bootstrap to be valid. However, certain model-based bootstrap methods remain valid for some interesting … bootstrap schemes remain valid for supremum-type functionals as long as they mimic the corresponding finite-dimensional joint … distributions consistently. As an example, we investigate a finite order Markov chain bootstrap in the context of a general …

defined by moment inequalities. In the literature, different test statistics, critical value methods, and implementation … methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …. We provide a recommended test statistic, moment selection critical value method, and implementation method. We provide …

, propose a bootstrap version of the test, and conduct a small Monte Carlo simulation to evaluate the finitesample performance …This paper proposes a simple consistent nonparametric test of conditional symmetry based on the principle of … characteristic functions. The test statistic is shown to be asymptotically normal under the null hypothesis of conditional symmetry …

asymptotic theory of the local to unity and mildly explosive processes, they construct a Wald test for the commonality of the …, as is in practice, the test statistic may be divergent even under the null. We solve this problem by converting the … Wald test statistic converges to nuisance parameter-free Chi-squared distribution under the null hypothesis. …