A Three-step Method for Choosing the Number of Bootstrap Repetitions

DOI10.1111/1468-0262.00092MaRDI QIDQ4530965zbMATH OpenOpenAlexFDO

Authors Donald W. K. Andrews, Moshe Buchinsky

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1468-0262.00092

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09)

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Cited in

(32)

• Linear bootstrap methods for vector autoregressive moving-average models
• A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
• Bootstrap specification tests for diffusion processes
• Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men
• A bootstrap approach for generalized autocontour testing implications for VIX forecast densities
• Bootstrap conditional distribution tests in the presence of dynamic misspecification
• Inference on inequality from household survey data
• On the consistency of bootstrap testing for a parameter on the boundary of the parameter space
• Evaluation of a three-step method for choosing the number of bootstrap repetitions
• Risky choices in strategic environments: an experimental investigation of a real options game
• Bias-correction for Weibull common shape estimation
• Testing for co-integration in vector autoregressions with non-stationary volatility
• Assessing model mimicry using the parametric bootstrap.
• Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test
• Wild bootstrap of the sample mean in the infinite variance case
• The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
• Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
• Unit root inference for non-stationary linear processes driven by infinite variance innovations
• Statistical plasmode simulations-potentials, challenges and recommendations
• Recoverability and estimation of causal effects under typical multivariable missingness mechanisms
• The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
• ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BC_a CONFIDENCE INTERVALS
• Median unbiased forecasts for highly persistent autoregressive processes
• Linear quantile regression models for longitudinal experiments: an overview
• Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998
• Inference on co-integration parameters in heteroskedastic vector autoregressions
• Bootstrap determination of the co-integration rank in heteroskedastic VAR models
• Flexible Fourier form for volatility breaks
• On the expected runtime of multiple testing algorithms with bounded error
• Quantile regression for longitudinal data based on latent Markov subject-specific parameters
• The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators
• The numerical delta method

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