firstly that these variables are not cointegrated for the countries under study, and the bootstrap simulations of the relation …

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection … estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power … function close to that of the level-adjusted asymptotic test. The bootstrap test therefore estimates the level-adjusted power …

intervals were constructed using the bootstrap technique. The results indicate that pulp exports have a positive effect on the …

potential resolution using the bootstrap. …

evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio … test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further … improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work …

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection … be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is … found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level …

The bootstrap is shown to be inconsistent in spurious regression. The failure of the bootstrap is spectacular in that … the bootstrap effectively turns a spurious regression into a cointegrating regression. In particular, the serial … correlation coefficient of the residuals in the bootstrap regression does not converge to unity, so the bootstrap is not even …

rate (RER) for Peru. A bootstrap technique is then employed to build confidence bands for the equilibrium path, so that it …

the transition parameters of the model cannot be identified under the null hypothesis bootstrap procedures are used to …

In this paper we compare Bartlett-corrected, bootstrap, and fast double bootstrap tests on maximum likelihood estimates … of cointegration parameters. The key result is that both the bootstrap and the Bartlett-corrected tests must be based on … sizes commonly available; the fast double bootstrap test minimizes size bias, while the Bartlett-corrected test is somehow …