may exhibit long range dependence. The limiting distribution of the test statistic depends on unknown parameters and is … approximated by a bootstrap procedure. The asymptotic validity of bootstrap is shown and performance of the testing procedure is …

paper also explores the validity of our definition for standard sample sizes. For this purpose, a hypothesis test is …

. One can use the bootstrap distribution of the score test statistic to obtain a critical value. This can give already … value. Since the score test statistic is asymptotically pivotal, the bootstrap critical value is second-order correct …The Lagrange multiplier test, or score test, suggested independently by Aitchison and Silvey (1958) and Rao (1948 …

) structural change test, where we calculate bootstrap critical values. While the size is correct, his sequential method lacks … power on data that includes breaks of opposite sign. We extend this test in two directions. First, we propose a new … purchasing power parity from the application of unit root and structural change tests. We argue that the Bai and Perron test is …

Bootstrap resampling schemes. First, an algorithm implementing jackknife is used to extract leverage for all data points, that …, Bootstrap resampling is implemented, taking into account leverage information. This approach proved to be robust to the presence …

have only weak explanatory power. We propose bootstrap aggregation of pre-test predictors (or bagging for short) as a means …

distribution shows that the bootstrap reduces the size distortion. We compute power curves for tests on the autocorrelation … results from applying the bootstrap …

-ratios (which includes the Dickey-Fuller test as a special case) are asymptotically normal along the new contour. The normal …-sectional units, which may be obtained through the standard bootstrap method. Consequently, we may conveniently use various …

samples are repeated until a criterion for stopping is satisfied. In this paper we propose bootstrap tests as criterion for …