develop consistent bootstrap procedures for statistical inference about directional distance, estimation of confidence …

This paper demonstrates that the bootstrap procedure suggested by Ferrier and Hirschberg (1997) gives inconsistent …

in a simulation study. We therefore summarize robust test procedures for serial correlation and propose a bootstrap …

suggest a procedure, based on bootstrap techniques, for testing the significance of environmental factors on directional …

. Nonparametric estimators (DEA, FDH, \cdots ) are based on a finite sample of observed production units. The bootstrap is one easy … main point in order to validate the bootstrap is to define a reasonable data-generating process in this complex framework … frontier models. Some adapted methods are illustrated in analyzing the bootstrap sampling variations of input efficiency …

In this paper we introduce a bootstrap procedure to test parameter restrictions in vector autoregressive models which … is robust in cases of conditionally heteroskedastic error terms. The adopted wild bootstrap method does not require any … Monte Carlo investigation empirical size and power properties of the new method are illustrated. We compare the bootstrap …