Diagnostics for the bootstrap and fast double bootstrap

Davidson, R

Davidson, R (reprint author), McGill Univ, Dept Econ, Montreal, PQ H3A 2T7, Canada.; Davidson, R (reprint author), McGill Univ, CIREQ, Montreal, PQ H3A 2T7, Canada.; Davidson, R (reprint author), Ctr Vieille Charite, AMSE GREQAM, 2 Rue Charite, F-13236 Ma

ECONOMETRIC REVIEWS, 2017; 36 (6-9): 1021

Abstract

The bootstrap is typically less reliable in the context of time-series models with serial correlation of unknown form than when regularity conditions ......

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