distributions of both estimators. The bootstrap-based test for the presence of threshold effect as well as the exogeneity test of …

. In Monte Carlo simulations these tests, and bootstrap ones, generally significantly outperform x squared-based tests. …

show that a bootstrap distribution achieves a valid Edgeworth correction in case of density-weighted averaged derivative …, to show that the bootstrap achieves a further reduction in size distortion in case of two-sided testing. The finite …

This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …

asymptotic distribution that is free of nuisance parameters. Secondly, we propose a bootstrap analogue of the transformation and …

be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …

We propose a new method of testing stochastic dominance which improves onexisting tests based on bootstrap or …