THE SIZE DISTORTION OF BOOTSTRAP TESTS

DOI10.1017/S0266466699153040MaRDI QIDQ4512692zbMATH OpenFDO

Authors Russell Davidson, James G. Mackinnon

Publication date 5 July 2001

Published in Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Recommendations

• A numerical investigation of the accuracy of parametric bootstrap for discrete data
• How close are alternative bootstrap \(P\)-values?
• Exploring the bootstrap discrepancy
• The power of bootstrap and asymptotic tests
• Empirically relevant critical values for hypothesis tests: A bootstrap approach

Cited in

(54)

• Wild Bootstrap and Asymptotic Inference With Multiway Clustering
• The fast iterated bootstrap
• Testing for sign and amplitude asymmetries using threshold autoregressions
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
• A better way to bootstrap pairs.
• Graphical methods for investigating the finite-sample properties of confidence regions
• Asymptotic expansions and the reliability of tests in accelerated failure time models
• Asymptotic theory and wild bootstrap inference with clustered errors
• A Panel Unit Root Test with Good Power in Small Samples
• Asymptotic and bootstrap inference for inequality and poverty measures
• Bootstrapping \(P\)-values of \(\phi\)-divergence tests
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
• Bootstrap inference in a linear equation estimated by instrumental variables
• Homogeneity tests for several Poisson populations
• LM tests of spatial dependence based on bootstrap critical values
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Simulation based finite and large sample tests in multivariate regressions
• Some non-asymptotic properties of parametric bootstrap P-values in discrete models
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
• Diagnostics for the bootstrap and fast double bootstrap
• scientific article; zbMATH DE number 6006217 (Why is no real title available?)
• The wild bootstrap, tamed at last
• Quantifying the failure of bootstrap likelihood ratio tests
• On improving the robustness and reliability of Rao's score test
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• On bootstrapping regressions with unit root processes
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Exploring the bootstrap discrepancy
• Tests of long memory: a bootstrap approach
• A test for bivariate normality with applications in microeconometric models
• Bootstrap \(J\) tests of nonnested linear regression models
• The size and power of bootstrap tests for spatial dependence in a linear regression model
• Evaluating the size of the bootstrap method for fund performance evaluation
• A discrete model for bootstrap iteration
• Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
• The local fractional bootstrap
• Size improvement of the KPSS test using sieve bootstraps
• The power of bootstrap and asymptotic tests
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
• A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP
• A numerical investigation of the accuracy of parametric bootstrap for discrete data
• Bootstrap Methods for Time Series
• A model-free characterization of causality
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Improving the reliability of bootstrap tests with the fast double bootstrap
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
• Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
• Sunk costs and fairness in incomplete information bargaining
• A different view on evaluating the performance of bootstrap critical values
• Bootstrapping high-frequency jump tests
• Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change

This page was built for publication: THE SIZE DISTORTION OF BOOTSTRAP TESTS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4512692)