FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
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Publication:4817432
DOI10.1081/ETC-120015384zbMath1049.62074OpenAlexW2003628090MaRDI QIDQ4817432
Russell Davidson, James G. MacKinnon
Publication date: 22 September 2004
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-120015384
Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)
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Cites Work
- Bootstrapping J-type tests for non-nested regression models
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- Bootstrap \(J\) tests of nonnested linear regression models
- The significance of testing empirical non-nested models
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Bootstrap tests: how many bootstraps?
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
- The bootstrap and Edgeworth expansion
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