The bootstrap is a statistical technique used more and more widely in econometrics. While it is capable of yielding …, if observed, help to obtain the best the bootstrap can offer. Bootstrapping always involves setting up a bootstrap data …-generating process (DGP). The main types of bootstrap DGP in current use are discussed, with examples of their use in econometrics. The …

methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …

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 …

cannot be constructed. Therefore, the authors have proposed a bootstrap method to construct the hypothesis test for them on … the basis of p -value. Findings The authors have shown that by increasing n , the bootstrap method has better output …

parametric, based on Bootstrap and Functional Principal Components. The power of the test is shown through an extensive …

The application of the bootstrap to spatially correlated data has not been studied as widely as its application to time … implementing the bootstrap method. Kunsch (1989), Politis and Romano(1993, Liu and Singh(1992) have suggested bootstrapping methods …

) estimation and by Huber Proposal 2 M-estimation. We also apply bootstrap methods to these Levene type tests and compare by …

-order selection criteria (both information theoretic based and bootstrap-based). Also, we show that for some models the performance of … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index … Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …