Gauss code for Karlsson & Lothgren, 'Computationally Efficient Double Bootstrap
Variance Estimation', Working Paper Series in Economics and Finance No 151,
Stockholm School of Economics.

boot.g        Gauss routine inplementing the double bootstrap variance
              estimator and the proposed, new, variance estimator

boottx.g      Gauss routine which calculates bootstrap-t confidence intervals
              using the output from boot.g

boott.g       obtains percentiles of studentized statistics, used by
              boottx.g

exp10.prg     sample programs for the simulations in the paper for n=10,
symn10.prg    change 'sampsize' for the other sample sizes
skewn10.prg

baseres.prg   tabulates coverage levels for the simulations