The concept of the autoregressive (AR) sieve bootstrap is investigated for the case of spatial processes in Z2. This … procedure fits AR models of increasing order to the given data and, via resampling of the residuals, generates bootstrap … criterion which allows to decide whether the AR sieve bootstrap asymptotically works for a specific statistic of interest or not …

bootstrap inference about individual impulse responses and vectors of impulse responses when the horizon is fixed with respect … finite-sample accuracy is achieved when bootstrapping the lag-augmented autoregression using the bias adjustments of Kilian … (1999). The conventional bootstrap percentile interval for impulse responses based on this approach remains accurate even at …

determined with a permutation procedure and a parametric bootstrap in the testsfor serial independence and linearity …

different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …