Bootstrap hypothesis testing in regression models

DOI10.1016/J.SPL.2005.04.057MaRDI QIDQ2573259zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Dimitris Politis

Publication date 7 November 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.057

zbMATH Keywords

ResamplingResiduals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Recommendations

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• scientific article; zbMATH DE number 854593

Cites work

• Bootstrap Unit Root Tests
• Bootstrapping time series models
• Bootstrapping unit root tests for integrated processes
• Simulated power functions
• Testing the autoregressive parameter with the t statistic
• The bootstrap and Edgeworth expansion

Cited in

(15)

• A new test on the conditional capital asset pricing model
• Subsampling \(p\)-values
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
• On Tests Applied to Residuals
• Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
• A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
• Residual bootstrap method: an approach to model validation
• Bootstrapped White's test for heteroskedasticity in regression models
• A nonparametric approach to measuring the sensitivity of an asset's return to the market
• REFINED TESTS FOR SPATIAL CORRELATION
• Bootstrapping Regression Models with BLUS Residuals
• Testing for Granger causality in large mixed-frequency VARs
• Wild Bootstrap Tests for IV Regression

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