On the asymptotic validity of a bootstrap method for testing nonnested hypotheses

DOI10.1016/J.ECONLET.2006.08.031MaRDI QIDQ1929857zbMATH OpenOpenAlexFDO

Authors L. G. Godfrey

Publication date 9 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.08.031

zbMATH Keywords

bootstrap tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• scientific article; zbMATH DE number 3320085 (Why is no real title available?)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results
• Bootstrapping regression models
• On the General Problem of Model Selection
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• The asymptotic effect of substituting estimators for parameters in certain types of statistics

Cited in

(10)

• Bootstrapping a consistent nonparametric goodness-of-fit test
• On bootstrapping \(L_2\)-type statistics in density testing
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results
• Properties of bootstrap tests for N‐of‐1 studies
• Using bootstrap methods to obtain non-normality robust Chow prediction tests.
• Validation of Nonparametric Two-sample Bootstrap in ROC Analysis on Large Datasets
• Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
• A bootstrap method to calculate the p -value of Fisher’s combination for a large number of weakly dependent p -values
• On bootstrap tests of hypotheses
• scientific article; zbMATH DE number 6907245 (Why is no real title available?)

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