This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …

than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz (1998). …

and second order stochastic dominance in the general k-prospect case. Our method is based on subsampling bootstrap. We …

methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

-optimally weighted SQLR statistic; (5) the consistency of the nonparametric bootstrap and the weighted bootstrap (possibly non …

the results is that the parametric bootstrap upper one-sided confidence interval provides an o(n^{-1}ln n) improvement …

This paper analyzes the finite-sample and asymptotic properties of several bootstrap and m out of n bootstrap methods … the bootstrap nor the m out of n bootstrap is valid in finite samples or in a uniform asymptotic sense in general when … bootstrap, m out of n bootstrap, and subsampling do lead to uniformly asymptotically valid confidence sets in moment inequality …

We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap … the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have … in general. The improvement stems from the design of the bootstrap test whose limiting behavior mimics the discontinuity …

The bootstrap is shown to be inconsistent in spurious regression. The failure of the bootstrap is spectacular in that … the bootstrap effectively turns a spurious regression into a cointegrating regression. In particular, the serial … correlation coefficient of the residuals in the bootstrap regression does not converge to unity, so the bootstrap is not even …