Evaluation of a three-step method for choosing the number of bootstrap repetitions
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Publication:5939177
DOI10.1016/S0304-4076(01)00047-1zbMath1025.62019MaRDI QIDQ5939177
Donald W. K. Andrews, Moshe Buchinsky
Publication date: 25 November 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
tables; simulation; confidence interval; density estimation; quantile; \(p\)-value; bootstrap repetitions; coefficient of excess kurtosis; standard error estimate
62P20: Applications of statistics to economics
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
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Evaluation of a three-step method for choosing the number of bootstrap repetitions, Finite Sample Properties of the QME, BootstrapMUnit Root Tests, BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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