The fast iterated bootstrap (Q2227056)

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Language	Label	Description	Also known as
English	The fast iterated bootstrap	scientific article

Statements

scholarly article

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The fast iterated bootstrap (English)

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Russell Davidson

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Journal of Econometrics

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publication date

9 February 2021

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full work available at URL

https://hal-amu.archives-ouvertes.fr/hal-02965001/file/The%20fast%20iterated%20bootstrap.pdf

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zbMATH Keywords

bootstrap iteration

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fast iterated bootstrap

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MaRDI profile type

MaRDI publication profile

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Prepivoting to reduce level error of confidence sets

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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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Sieve bootstrap for time series

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An exact iterated bootstrap algorithm for small-sample bias reduction.

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Double-bootstrap methods that use a single double-bootstrap simulation

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A Sieve Bootstrap For The Test Of A Unit Root

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Alternative bootstrap procedures for testing cointegration in fractionally integrated processes

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A discrete model for bootstrap iteration

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Diagnostics for the bootstrap and fast double bootstrap

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THE SIZE DISTORTION OF BOOTSTRAP TESTS

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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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Improving the reliability of bootstrap tests with the fast double bootstrap

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Wild Bootstrap Tests for IV Regression

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Bootstrap methods: another look at the jackknife

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

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Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

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On the bootstrap and confidence intervals

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The bootstrap and Edgeworth expansion

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On bootstrap resampling and iteration

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Iterated smoothed bootstrap confidence intervals for population quantiles

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Empirically relevant critical values for hypothesis tests: A bootstrap approach

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The numerical performance of fast bootstrap procedures

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Asymptotic iterated bootstrap confidence intervals

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Prepivoting by weighted bootstrap iteration

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The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors

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A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias

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Bootstrap Unit-Root Tests: Comparison and Extensions

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Nonparametric Statistical Data Modeling

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Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties

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Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

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Modified fast double sieve bootstraps for ADF tests

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Brownian Motion

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2020.04.025

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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