Bootstrap tests: how many bootstraps?
From MaRDI portal
Publication:4493473
DOI10.1080/07474930008800459zbMath0949.62030OpenAlexW2122030147MaRDI QIDQ4493473
Russell Davidson, James G. MacKinnon
Publication date: 6 August 2000
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/273506
Related Items
The power of bootstrap and asymptotic tests ⋮ Bootstrap conditional distribution tests in the presence of dynamic misspecification ⋮ On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space ⋮ The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors ⋮ A nonparametric test of weak separability and consumer preferences ⋮ Asymmetries in risk premia, macroeconomic uncertainty and business cycles ⋮ A nonparametric test for equality of distributions with mixed categorical and continuous data ⋮ Reliable inference for the Gini index ⋮ FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS ⋮ Unit root bootstrap tests under infinite variance ⋮ Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models ⋮ Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series ⋮ Testing for the appropriate level of clustering in linear regression models ⋮ Cluster-robust inference: a guide to empirical practice ⋮ Bootstrapping the HEGY seasonal unit root tests ⋮ On the expected runtime of multiple testing algorithms with bounded error ⋮ Testing for misspecification in the short-run component of GARCH-type models ⋮ A simple method for implementing Monte Carlo tests ⋮ Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration ⋮ Adaptive choice of scale tests in flexible two-stage designs with applications in experimental ecology and clinical trials ⋮ Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies ⋮ Assessing model mimicry using the parametric bootstrap. ⋮ Popular support for social evaluation functions ⋮ Robust regression: an inferential method for determining which independent variables are most important ⋮ An Efficient Morris Method-Based Framework for Simulation Factor Screening ⋮ SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA ⋮ BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS ⋮ UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS ⋮ Identification of structural vector autoregressions through higher unconditional moments ⋮ Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors ⋮ Homogeneity tests for several Poisson populations ⋮ Bootstrapping the Hausman Test in Panel Data Models ⋮ The power of bootstrap tests of cointegration rank ⋮ On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification ⋮ Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions ⋮ Evaluation of a three-step method for choosing the number of bootstrap repetitions ⋮ Sunk costs and fairness in incomplete information bargaining ⋮ The size and power of bootstrap tests for spatial dependence in a linear regression model ⋮ A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes ⋮ Inference on co-integration parameters in heteroskedastic vector autoregressions ⋮ A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables ⋮ Time-dependent prognostic score matching for recurrent event analysis to evaluate a treatment assigned during follow-up ⋮ IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE ⋮ More Efficient Tests Robust to Heteroskedasticity of Unknown Form ⋮ A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS ⋮ Optimal allocation of Monte Carlo simulations to multiple hypothesis tests ⋮ Linear bootstrap methods for vector autoregressive moving-average models ⋮ Improving the reliability of bootstrap tests with the fast double bootstrap ⋮ Inference via kernel smoothing of bootstrap \(P\) values ⋮ Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties ⋮ Bootstrap and fast double bootstrap tests of cointegration rank with financial time series ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS ⋮ Edgeworth expansions for GEL estimators ⋮ Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality ⋮ A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS ⋮ Wavelet energy ratio unit root tests ⋮ Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets ⋮ Saddlepoint expansions for GEL estimators ⋮ Median unbiased forecasts for highly persistent autoregressive processes ⋮ A test for bivariate normality with applications in microeconometric models
Cites Work
- Unnamed Item
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
- Modified Randomization Tests for Nonparametric Hypotheses
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
- Bootstrapping time series models
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- The bootstrap and Edgeworth expansion