The bootstrap and hypothesis tests in econometrics

DOI10.1016/S0304-4076(00)00051-8zbMath1099.91532OpenAlexW2089729726MaRDI QIDQ1841085

Joel L. Horowitz

Publication date: 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00051-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60) Statistical methods; economic indices and measures (91B82)

Related Items (8)

Alternative bootstrap procedures for testing cointegration in fractionally integrated processes ⋮ Testing macro models by indirect inference: a survey for users ⋮ The resampling of entropies with the application of biodiversity ⋮ Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties ⋮ Improved nonparametric confidence intervals in time series regressions ⋮ Bootstrap inference for inequality, mobility and poverty measurement ⋮ A mixture model approach for the analysis of microarray gene expression data. ⋮ Median unbiased forecasts for highly persistent autoregressive processes

Cites Work

• Empirically relevant critical values for hypothesis tests: A bootstrap approach
• The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

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