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 …

This paper determines coverage probability errors of both delta method and parametric bootstrap confidence intervals … are included. The results establish that the bootstrap provides higher-order improvements over the delta method. Analogous …-likelihood. The magnitudes of the coverage probability errors for one-sided bootstrap CIs for covariance parameters for long …

-t, parametric bootstrap confidence intervals for Markov time series processes. These bounds show that the parametric bootstrap for … comparable to those obtained by the parametric and nonparametric bootstrap for iid data and are better than those obtained by the … block bootstrap for time series. Additional results are given for Wald-based confidence regions. The paper also shows that k …

This paper establishes the higher-order equivalence of the k-step bootstrap, introduced recently by Davidson and … MacKinnon (1999a), and the standard bootstrap. The k-step bootstrap is a very attractive alternative computationally to the … standard bootstrap for statistics based on nonlinear extremum estimators, such as generalized method of moment and maximum …

We apply bootstrap methodology to unit root tests for dependent panels with N cross-sectional units and T time series … then apply the bootstrap method to the approximated autoregressions to obtain the critical values for the panel unit root … tests, and establish the asymptotic validity of such bootstrap panel unit root tests under general conditions. The proposed …

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 …