Simulation-Based Tests that Can Use Any Number of Simulations

DOI10.1080/03610910601161256zbMath1118.62046OpenAlexW2140557572MaRDI QIDQ3447090

Jeffrey S. Racine, James G. MacKinnon

Publication date: 28 June 2007

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/273465

zbMATH Keywords

percentilesresamplingMonte Carlo test

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (9)

Testing for monotonicity in unobservables under unconfoundedness ⋮ A wild bootstrap approach for nonparametric repeated measurements ⋮ Testing for the appropriate level of clustering in linear regression models ⋮ Cluster-robust inference: a guide to empirical practice ⋮ Robust regression: an inferential method for determining which independent variables are most important ⋮ Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity ⋮ Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature ⋮ Inference via kernel smoothing of bootstrap \(P\) values ⋮ Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality

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