This paper develops a consistent heteroskedasticity robust Lagrange Multiplier (LM) type specification test for …. Compared with the recent test in Gupta (2018), I use a different way of accounting for heteroskedasticity. I demonstrate using …

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 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 …

the test statistics or using bootstrap methods to obtain critical values. Our simulation results indicate that our tests …

empirical QR coefficient process by conditionally pivotal and Gaussian processes, as well as by gradient and weighted bootstrap …

In non- and semiparametric testing, the wild bootstrap is a standard method to determine the critical values of the … model for generating the bootstrap samples, see HÄardle and Marron (1990,1991). However, in practice this knowledge is of … pre-estimation to generate bootstrap samples. As an alternative, we also discuss briefly the possibility of subsampling …