This paper is concerned with the use of the bootstrap for statistics in spatial econometric models, with a focus on the …, the bootstrap can be studied based on linear–quadratic (LQ) forms of disturbances. By proving the uniform convergence of … the cumulative distribution function for LQ forms to that of a normal distribution, we show that the bootstrap is …

stochastic expansion and bootstrap. Working with concentrated estimating equation simplifies greatly the high-order expansions … for bias and variance; a simple bootstrap procedure overcomes a major difficulty in analytically evaluating expectations … analytical approach, the proposed approach is much simpler and has a much wider applicability. The validity of the bootstrap …

, residual-based bootstrap methods are introduced for asymptotically refined approximations to the finite sample critical values … conditions are not fully met, bootstrap may lead to unstable critical values that change significantly with the alternative …, whereas when all conditions are met, bootstrap critical values are very stable, approximate much better the finite sample …

test is a consistent test. We also establish the asymptotic validity of a bootstrap procedure which is used to better …

This paper proposes and theoretically justifies bootstrap methods for regressions where some of the regressors are … Ludvigson and Ng (2011)). We consider general residual-based bootstrap methods and provide a set of high-level conditions on the … bootstrap residuals and on the idiosyncratic errors such that the bootstrap distribution of a rotated OLS estimator is …

We propose a bootstrap method for statistics that are a function of multivariate high frequency returns such as … realized regression, covariance and correlation coefficients. We show that the finite sample performance of the bootstrap is … superior to the existing first-order asymptotic theory. Nevertheless, and contrary to the existing results in the bootstrap …

This paper studies the asymptotic validity of sieve bootstrap for nonstationary panel factor series. Two main results … are shown. Firstly, a bootstrap Invariance Principle is derived pointwise in i, obtaining an upper bound for the order of …,T)→∞. Secondly, joint bootstrap asymptotics is also studied, investigating the conditions under which the bootstrap is valid. In …