We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in … functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …, factor based bootstrap inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features …

functionals of kernel-type estimators (1 < p < É) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … 'contact sets'. We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …

tails and time dependence in the return data. In particular, we will promote a studentized time series bootstrap procedure …

requirements that are not always obvious to the non-expert user. Bootstrap DEA is a significant development of the past decade …, which could be extended to test almost any hypothesis in bootstrap DEA. Moreover, it enhances the intuition behind bootstrap …

functionals of kernel-type estimators (1 ≤ p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … \contact sets."We provide regularity conditions under which the bootstrap test is asymptot- ically valid uniformly over a large …

bootstrap method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with … estimated "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over …. Our bootstrap test is shown to exhibit good power properties in Monte Carlo experiments, and we provide a general form of …

test is implemented using the bootstrap, with the distribution under the null hypothesis being approximated using a … dependent-sample bootstrap technique to approximate short-run dependence following fractional di¤erencing. The properties of the …

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