Bootstrap tests: how many bootstraps?
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DOI10.1080/07474930008800459zbMATH Open0949.62030OpenAlexW2122030147MaRDI QIDQ4493473FDOQ4493473
Authors: 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
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- Linear bootstrap methods for vector autoregressive moving-average models
- EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS
- A test for bivariate normality with applications in microeconometric models
- The power of bootstrap and asymptotic tests
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Edgeworth expansions for GEL estimators
- Bootstrap unit root tests in models with GARCH(1,1) errors
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Reliable inference for the Gini index
- 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.
- How do bootstrap and permutation tests work?
- The size and power of bootstrap tests for spatial dependence in a linear regression model
- A nonparametric test of weak separability and consumer preferences
- Asymmetries in risk premia, macroeconomic uncertainty and business cycles
- How close are alternative bootstrap \(P\)-values?
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
- Cluster-robust inference: a guide to empirical practice
- Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
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- 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
- Wavelet energy ratio unit root tests
- Testing for the appropriate level of clustering in linear regression models
- Inference via kernel smoothing of bootstrap \(P\) values
- Time-dependent prognostic score matching for recurrent event analysis to evaluate a treatment assigned during follow-up
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
- Popular support for social evaluation functions
- Saddlepoint expansions for GEL estimators
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal 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
- Bootstrapping the Hausman Test in Panel Data Models
- Testing for misspecification in the short-run component of GARCH-type models
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE 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
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space
- 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
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
- Bootstrapping the HEGY seasonal unit root tests
- 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
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
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