This paper introduces a bootstrap-based inference method for functions of the parameter vector in a moment (in …

In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross …-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent … bootstrap of Shao (2010) and generates data by multiplying a vector of independently and identically distributed external …

under are highly nonstandard due to the inherent irregular natures of the problem, and then construct bootstrap critical …

dimensions in a general time series setting. We propose a novel bootstrap method in this nonstandard context and show that it …

bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local … Gaussian (LG) bootstrap, establish its first-order asymptotic validity, and use Edgeworth expansions to show that the LG … bootstrap inference achieves second-order asymptotic refinements. Moreover, we provide new Laplace transform-based estimators of …