Pages that link to "Item:Q4512692"
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The following pages link to THE SIZE DISTORTION OF BOOTSTRAP TESTS (Q4512692):
Displayed 27 items.
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- Homogeneity tests for several Poisson populations (Q961926) (← links)
- Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Sunk costs and fairness in incomplete information bargaining (Q1779827) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- A model-free characterization of causality (Q1929121) (← links)
- A better way to bootstrap pairs. (Q1960564) (← links)
- Tests of long memory: a bootstrap approach (Q2575452) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
- Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model (Q4462531) (← links)
- Asymptotic expansions and the reliability of tests in accelerated failure time models (Q4493691) (← links)
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965557) (← links)