The bootstrap and hypothesis tests in econometrics

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Thirty Years of Heteroskedasticity-Robust Inference (2013, background): “There is a great deal of evidence that the wild bootstrap outperforms the pairs bootstrap in these contexts; see Horowitz (2001), MacKinnon (2002), Flachaire (2005), and Davidson and Flachaire (2008), among others .”
CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES? (2011, background): “All information is publicly held and the idiosyncratic labor productivity status (as well as the survival status) becomes common knowledge upon realization.”
Bootstrapping Financial Time Series (2002, unknown): “In a recent essay on bootstrap techniques, Horowitz (2001) points out that bootstrap methods for time series data are less well developed than methods for iid observations and that important research remains to be done.”
The Hausman test, and some alternatives, with heteroskedastic data (2012, methodology): “Thus, the bootstrap may provide very little improvement over first-order asymptotic theory in weak-instrument cases as also shown by Hahn, Hausman, and Kuersteiner (2002), Horowitz (2001), and Rothenberg (1984).”