A Three-step Method for Choosing the Number of Bootstrap Repetitions
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- Linear quantile regression models for longitudinal experiments: an overview
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- On the consistency of bootstrap testing for a parameter on the boundary of the parameter space
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- Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men
- Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
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- Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998
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- Inference on co-integration parameters in heteroskedastic vector autoregressions
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- The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators
- Longitudinal quantile regression in the presence of informative dropout through longitudinal-survival joint modeling
- Conformal predictive intervals in survival analysis: a resampling approach
- Testing for co-integration in vector autoregressions with non-stationary volatility
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
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