Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962): Difference between revisions

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+W2119445008
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Generalized autoregressive conditional heteroscedasticity
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+Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
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+THE SIZE DISTORTION OF BOOTSTRAP TESTS
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+Bootstrap tests: how many bootstraps?
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+Bootstrap \(J\) tests of nonnested linear regression models
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+FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
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+The power of bootstrap and asymptotic tests
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+Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+The bootstrap and Edgeworth expansion
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+The numerical performance of fast bootstrap procedures
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+Approximate bias correction in econometrics
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+Bootstrap Unit Root Tests
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+Q3921991
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