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Cites work
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
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- Bootstrapping time series models
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- 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
- The bootstrap and Edgeworth expansion
Cited in
(70)- A bootstrapped robustness assessment for qualitative comparative analysis
- Linear bootstrap methods for vector autoregressive moving-average models
- A test for bivariate normality with applications in microeconometric models
- The power of bootstrap and asymptotic tests
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Edgeworth expansions for GEL estimators
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Adaptive choice of the number of bootstrap samples in large scale multiple testing
- Bootstrap unit root tests in models with GARCH(1,1) errors
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- A new test for comparing J independent groups by using one-step M-estimator and bootstrap-t
- On the consistency of bootstrap testing for a parameter on the boundary of the parameter space
- Reliable inference for the Gini index
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- Local influence measure of zero-inflated generalized Poisson mixture regression models
- Bootstrapping the Hausman test in panel data models
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
- Improving the reliability of bootstrap tests with the fast double bootstrap
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
- Assessing model mimicry using the parametric bootstrap.
- The size and power of bootstrap tests for spatial dependence in a linear regression model
- How do bootstrap and permutation tests work?
- A nonparametric test of weak separability and consumer preferences
- How close are alternative bootstrap \(P\)-values?
- Asymmetries in risk premia, macroeconomic uncertainty and business cycles
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- Adaptive choice of scale tests in flexible two-stage designs with applications in experimental ecology and clinical trials
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
- A nonparametric test for equality of distributions with mixed categorical and continuous data
- Cluster-robust inference: a guide to empirical practice
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
- Robust regression: an inferential method for determining which independent variables are most important
- Edgeworth and saddlepoint expansions for nonlinear estimators
- An Efficient Morris Method-Based Framework for Simulation Factor Screening
- 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
- Unit root inference for non-stationary linear processes driven by infinite variance innovations
- Wavelet energy ratio unit root tests
- Statistical plasmode simulations-potentials, challenges and recommendations
- Inference via kernel smoothing of bootstrap \(P\) values
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
- Time-dependent prognostic score matching for recurrent event analysis to evaluate a treatment assigned during follow-up
- Popular support for social evaluation functions
- Testing for the appropriate level of clustering in linear regression models
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
- Saddlepoint expansions for GEL estimators
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
- Adjusted closed-form confidence interval formulas for network meta-analysis with a small number of studies
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
- Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
- Median unbiased forecasts for highly persistent autoregressive processes
- Homogeneity tests for several Poisson populations
- Testing for misspecification in the short-run component of GARCH-type models
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
- Inference on co-integration parameters in heteroskedastic vector autoregressions
- Bootstrap determination of the co-integration rank in heteroskedastic VAR models
- Identification of structural vector autoregressions through higher unconditional moments
- Comparing Pearson correlations: dealing with heteroscedasticity and nonnormality
- The power of bootstrap tests of cointegration rank
- Unit root bootstrap tests under infinite variance
- Sunk costs and fairness in incomplete information bargaining
- On the expected runtime of multiple testing algorithms with bounded error
- Simulation-Based Tests that Can Use Any Number of Simulations
- Bootstrapping the HEGY seasonal unit root tests
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
- A simple method for implementing Monte Carlo tests
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
- Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
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