I propose a nonparametric iid bootstrap procedure for the empirical likelihood, the exponential tilting, and the … based on such estimators. Furthermore, the proposed bootstrap is robust to model misspecification, i.e., it achieves …, because asymptotic refinements of the bootstrap based on these estimators have not been established in the literature even …

tests are accompanied by their bootstrap counterparts due to the limited sample sizes. Using unit-root tests allowing for an … bootstrap tests give results close to those from the asymptotic ones. …

the driving stationary series. The situation is analysed from the point of view of bootstrap testing, and an exact … quantitative account is given of the error in rejection probability of a bootstrap test. A particular method of estimating the MA … parameter is recommended, as it leads to very little distortion even when the MA parameter is close to -1. A new bootstrap …