摘要翻译：
渐近bootstrap有效性通常被理解为一个bootstrap统计量的分布的一致性，条件是数据，对于一个感兴趣的统计量的无条件极限分布。从这个角度来看，极限引导度量的随机性被视为引导的失败。我们证明，如果有效性被理解为对大样本中正确推论频率的控制，这种限制随机性并不一定使引导推论无效。首先，在统计量的无条件极限分布可以通过平均一个（随机）极限bootstrap分布得到的情况下，我们建立了渐近bootstrap有效性的充分条件。进一步，我们提供了一些结果，保证了bootstrap作为条件推理工具的渐近有效性，主要的情况是bootstrap分布一致地估计一个统计量的条件（因而是随机的）极限分布。我们将我们的框架应用于计量经济学中的几个推理问题，包括可能具有非平稳回归的线性模型、泛函CUSUM统计量、条件Kolmogorov-Smirnov规范检验、边界上的参数问题和动态计量经济学模型中参数的恒常性检验。
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英文标题：
《Inference under random limit bootstrap measures》
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作者：
Giuseppe Cavaliere, Iliyan Georgiev
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最新提交年份：
2019
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  Asymptotic bootstrap validity is usually understood as consistency of the distribution of a bootstrap statistic, conditional on the data, for the unconditional limit distribution of a statistic of interest. From this perspective, randomness of the limit bootstrap measure is regarded as a failure of the bootstrap. We show that such limiting randomness does not necessarily invalidate bootstrap inference if validity is understood as control over the frequency of correct inferences in large samples. We first establish sufficient conditions for asymptotic bootstrap validity in cases where the unconditional limit distribution of a statistic can be obtained by averaging a (random) limiting bootstrap distribution. Further, we provide results ensuring the asymptotic validity of the bootstrap as a tool for conditional inference, the leading case being that where a bootstrap distribution estimates consistently a conditional (and thus, random) limit distribution of a statistic. We apply our framework to several inference problems in econometrics, including linear models with possibly non-stationary regressors, functional CUSUM statistics, conditional Kolmogorov-Smirnov specification tests, the `parameter on the boundary' problem and tests for constancy of parameters in dynamic econometric models.
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PDF链接：
https://arxiv.org/pdf/1911.12779