FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

DOI10.1081/ETC-120015384MaRDI QIDQ4817432zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

\(J\) testbootstrap testnonnested test

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Recommendations

• Bootstrap J tests of nonnested linear regression models
• Improving the reliability of bootstrap tests with the fast double bootstrap
• Bootstrapping J-type tests for non-nested regression models
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Implementing the double bootstrap

Cites work

• Bootstrap J tests of nonnested linear regression models
• Bootstrap tests: how many bootstraps?
• Bootstrapping J-type tests for non-nested regression models
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• The bootstrap and Edgeworth expansion
• The significance of testing empirical non-nested models
• THE SIZE DISTORTION OF BOOTSTRAP TESTS

Cited in

(18)

• Improving the reliability of bootstrap tests with the fast double bootstrap
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Bootstrap J tests of nonnested linear regression models
• Distributed statistical inference for massive data
• Bootstrap-based testing inference in beta regressions
• The fast iterated bootstrap
• Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
• Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
• THE UNEQUALIZING EFFECTS OF ICT ON ECONOMIC GROWTH
• A fast iterated bootstrap procedure for approximating the small-sample bias
• The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
• Diagnostics for the bootstrap and fast double bootstrap
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
• Bootstrapping J-type tests for non-nested regression models
• Fast double bootstrap tests for non-nested beta regressions.
• The numerical performance of fast bootstrap procedures
• Bias, consistency, and alternative perspectives of the infinitesimal jackknife
• Bootstrapping the HEGY seasonal unit root tests

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