(solution) Conduct an experiment in the same spirit as the previous question to study block bootstrapping…

(solution) Conduct an experiment in the same spirit as the previous question to study block bootstrapping…

Conduct an experiment in the same spirit as the previous question to study block bootstrapping for dependent data, investigating the following topics. a. Compare the performance of the moving and nonmoving block bootstraps. b. Compare the performance of the moving block bootstrap for different block lengths l, including one choice estimated to be optimal. c. Compare the performance of the moving block bootstrap with and without studentization.